H. Peter Boswijk, Giuseppe Cavaliere, Luca De Angelis, A. M. Robert Taylor, Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models, «ECONOMETRIC REVIEWS», in corso di stampa, --, pp. 1 - 40 [Scientific article]
Cavaliere G.; Lu Y.; Rahbek A.; Staerk-Ostergaard J., Bootstrap inference for Hawkes and general point processes, «JOURNAL OF ECONOMETRICS», in corso di stampa, 0, pp. 1 - 33 [Scientific article]
Ruolo editoriale nella rivista «Econometric Theory»
Ruolo editoriale nella rivista «Econometrics Journal»
Ruolo editoriale nella rivista «Journal of Econometrics»
Ruolo editoriale nella rivista «Journal of Time Series Analysis»
Cavaliere, Giuseppe; Perera, Indeewara; Rahbek, Anders, Specification tests for GARCH processes with nuisance parameters on the boundary, «JOURNAL OF BUSINESS & ECONOMIC STATISTICS», 2023, in press, pp. 1 - 18 [Scientific article]
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Robert Taylor, A. M., Adaptive Inference in Heteroscedastic Fractional Time Series Models, «JOURNAL OF BUSINESS & ECONOMIC STATISTICS», 2022, 40, pp. 50 - 65 [Scientific article]Open Access
Angelini G.; Cavaliere G.; Fanelli L., Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models, «JOURNAL OF APPLIED ECONOMETRICS», 2022, 37, pp. 3 - 22 [Scientific article]Open Access
Cavaliere, Giuseppe; Nielsen, Heino Bohn; Pedersen, Rasmus Søndergaard; Rahbek, Anders, Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models, «JOURNAL OF ECONOMETRICS», 2022, 227, pp. 241 - 263 [Scientific article]Open Access
Matteo Barigozzi; Giuseppe Cavaliere; Graziano Moramarco, Factor Network Autoregressions, 2022. [Technical report]
Barigozzi, Matteo; Cavaliere, Giuseppe; Trapani, Lorenzo, Inference in heavy-tailed non-stationary multivariate time series, «JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION», 2022, NA, pp. 1 - 51 [Scientific article]
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 [Scientific article]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 [Dictionary or encyclopedia entry]
Boswijk, H. Peter; Cavaliere, Giuseppe; Georgiev, Iliyan; Rahbek, Anders, Bootstrapping non-stationary stochastic volatility, «JOURNAL OF ECONOMETRICS», 2021, 224, pp. 161 - 180 [Scientific article]Open Access
