Cavaliere, Giuseppe; Rahbek, Anders, A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS, «ECONOMETRIC THEORY», 2021, 37, pp. 1 - 48 [articolo]Open Access
Cavaliere, Giuseppe; Nielsen, Heino Bohn; Rahbek, Anders, An Introduction to Bootstrap Theory in Time Series Econometrics, in: Oxford Encyclopedia of Economics and Finance, Oxford, Oxford University Press, 2021, pp. 1 - 43 [voce di enciclopedia/dizionario]
Boswijk, H. Peter; Cavaliere, Giuseppe; Georgiev, Iliyan; Rahbek, Anders, Bootstrapping non-stationary stochastic volatility, «JOURNAL OF ECONOMETRICS», 2021, 224, pp. 161 - 180 [articolo]Open Access
Cavaliere, Giuseppe*; Nielsen, Heino Bohn; Rahbek, Anders, Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling, «JOURNAL OF BUSINESS & ECONOMIC STATISTICS», 2020, 38, pp. 55 - 67 [articolo]Open Access
Giuseppe Cavaliere; Iliyan Georgiev, Inference under random limit bootstrap measures, «ECONOMETRICA», 2020, 88, pp. 2547 - 2574 [articolo]Open Access
Cavaliere G.; Skrobotov A.; Taylor A.M.R., Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility, «ECONOMETRIC REVIEWS», 2019, 38, pp. 509 - 532 [articolo]Open Access
Giuseppe Cavaliere; Luca De Angelis; Luca Fanelli, Co-integration rank determination in partial systems using information criteria, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2018, 80, pp. 65 - 89 [articolo]Open Access
Cavaliere, Giuseppe; De Angelis, Luca; Rahbek, Anders; Taylor, A.M.Robert, Determining the cointegration rank in heteroskedastic VAR models of unknown order, «ECONOMETRIC THEORY», 2018, 34, pp. 349 - 382 [articolo]Open Access
BROWNLEES, CHRISTIAN; CAVALIERE, GIUSEPPE; MONTI, ALICE, EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT, «ANNALS OF FINANCIAL ECONOMICS», 2018, 13, Article number: 1850009, pp. 1 - 28 [articolo]Open Access
Cavaliere, Giuseppe*; Pedersen, Rasmus Søndergaard; Rahbek, Anders, The Fixed Volatility Bootstrap for a Class of Arch(q) Models, «JOURNAL OF TIME SERIES ANALYSIS», 2018, 39, pp. 920 - 941 [articolo]
Giuseppe, Cavaliere; Iliyan, Georgiev; A. M. Robert, Taylor, UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS, «ECONOMETRIC THEORY», 2018, 34, pp. 302 - 348 [articolo]Open Access
Cavaliere, Giuseppe; Nielsen, Heino Bohn; Rahbek, Anders, On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space, «JOURNAL OF TIME SERIES ANALYSIS», 2017, 38, pp. 513 - 534 [articolo]
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Taylor, A. M. Robert, Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form, «JOURNAL OF ECONOMETRICS», 2017, 198, pp. 165 - 188 [articolo]Open Access
Boswijk, H. Peter; Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A.M. Robert, Inference on co-integration parameters in heteroskedastic vector autoregressions, «JOURNAL OF ECONOMETRICS», 2016, 192, pp. 64 - 85 [articolo]Open Access
Agosto, Arianna; Cavaliere, Giuseppe; Kristensen, Dennis; Rahbek, Anders, Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX), «JOURNAL OF EMPIRICAL FINANCE», 2016, 38, pp. 640 - 663 [articolo]
