Giuseppe Cavaliere;Iliyan Georgiev, EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS, «ECONOMETRIC THEORY», 2013, 29, pp. 1162 - 1195 [articolo]
G. Cavaliere; I. Georgiev; A.M.R. Taylor, Wild bootstrap of the mean in the infinite variance case, «ECONOMETRIC REVIEWS», 2013, 32, pp. 204 - 219 [articolo]
G. Cavaliere; A. Rahbek; A.M.R. Taylor, Bootstrap determination of the co-integration rank in VAR models, «ECONOMETRICA», 2012, 80, pp. 1721 - 1740 [articolo]
G. Cavaliere; D. Harvey; S. Leybourne; A.M.R. Taylor, TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY, «ECONOMETRIC THEORY», 2011, 27, pp. 957 - 991 [articolo]
G Cavaliere; A Rahbek; AMR Taylor, Cointegration rank testing under conditional heteroskedasticity, «ECONOMETRIC THEORY», 2010, 26, pp. 1719 - 1760 [articolo]
G. Cavaliere; M. Costa, Common trends in financial markets, in: Price indexes in time and space, BERLIN, Springer Verlag, 2010, pp. 225 - 238 (Contributions to statistics) [capitolo di libro]
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]
