G Cavaliere; A Rahbek; AMR Taylor, Determination of the Number of Common Stochastic Trends under Conditional Heteroskedasticity, «ESTUDIOS DE ECONOMÍA APLICADA», 2010, 28-3, pp. 519 - 552 [articolo]
G. Cavaliere; A.Rahbek; A.M.R. Taylor, Testing for co-integration in vector autoregressions with non-stationary volatility, «JOURNAL OF ECONOMETRICS», 2010, 158, pp. 7 - 24 [articolo]
Cavaliere G.; Taylor A.M.R., A Note on Testing Covariance Stationarity, «ECONOMETRIC REVIEWS», 2009, 28, pp. 364 - 371 [articolo]
Cavaliere G.; Taylor A.M.R., Bootstrap M unit root tests, «ECONOMETRIC REVIEWS», 2009, 28, pp. 393 - 421 [articolo]
G. Cavaliere; L. Fanelli; A. Gardini, Consumption Risk Sharing and Adjustment Costs, «ECONOMICS BULLETIN», 2009, 29(2), pp. 1128 - 1137 [articolo]
Cavaliere G.; Taylor A.M.R., Heteroskedastic time series with a unit root, «ECONOMETRIC THEORY», 2009, 25, pp. 1228 - 1276 [articolo]
Cavaliere G; Georgiev I., Robust inference in autoregressions with multiple outliers, «ECONOMETRIC THEORY», 2009, 25, pp. 1625 - 1661 [articolo]
cavaliere g; fanelli l; paruolo p, Tests for cointegration rank and choice of the alternative, «STATISTICAL METHODS & APPLICATIONS», 2009, 18, pp. 169 - 191 [articolo]
Cavaliere G; Taylor AMR, Bootstrap unit root tests for time series with non-stationary volatility, «ECONOMETRIC THEORY», 2008, 24, pp. 43 - 71 [articolo]
Cavaliere G; Fanelli L; Gardini A, International dynamic risk sharing, «JOURNAL OF APPLIED ECONOMETRICS», 2008, 23, pp. 1 - 16 [articolo]
Cavaliere G.; Georgiev I., Regime-switching autoregressive coefficients and the asymptotics for unit root tests, «ECONOMETRIC THEORY», 2008, 24, pp. 1137 - 1148 [articolo]
Cavaliere G; Taylor A.M.R., Testing for a change in persistence in the presence of non-stationary volatility, «JOURNAL OF ECONOMETRICS», 2008, 147, pp. 84 - 98 [articolo]
Cavaliere G.; Taylor A.M.R., Time-transformed unit root tests for models with non-stationary volatility, «JOURNAL OF TIME SERIES ANALYSIS», 2008, 29, pp. 300 - 330 [articolo]
Cavaliere G; Georgiev I, Testing for unit roots in autoregressions with multiple level shifts, «ECONOMETRIC THEORY», 2007, 23, pp. 1162 - 1215 [articolo]
Cavaliere G.; Taylor A.M.R., Testing for unit roots in time series models with non-stationary volatility, «JOURNAL OF ECONOMETRICS», 2007, 140, pp. 919 - 947 [articolo]
