Giuseppe Cavaliere
Title
Cited by
Cited by
Year
Testing for unit roots in time series models with non-stationary volatility
G Cavaliere, AMR Taylor
Journal of Econometrics 140 (2), 919-947, 2007
1372007
Unit root tests under time-varying variances
G Cavaliere
Econometric Reviews 23 (3), 259-292, 2005
1372005
Testing for co-integration in vector autoregressions with non-stationary volatility
G Cavaliere, A Rahbek, AM Taylor
Journal of Econometrics 158 (1), 7-24, 2010
1292010
Bootstrap unit root tests for time series with nonstationary volatility
G Cavaliere, AMR Taylor
Econometric Theory 24 (1), 43, 2008
1222008
Bootstrap Determination of the Cointegration Rank in VAR Models
A Rahbek, G Cavaliere, RAM Taylor
Econometrica, 2012
105*2012
Cointegration rank testing under conditional heteroskedasticity
G Cavaliere, A Rahbek, AMR Taylor
Econometric Theory, 1719-1760, 2010
972010
Testing for unit roots in bounded time series
G Cavaliere, F Xu
Journal of Econometrics 178, 259-272, 2014
822014
Limited time series with a unit root
G Cavaliere
Econometric Theory 21 (5), 907-945, 2005
742005
Heteroskedastic time series with a unit root
G Cavaliere, AMR Taylor
Econometric Theory, 1228-1276, 2009
622009
Time‐transformed unit root tests for models with non‐stationary volatility
G Cavaliere, AM Robert Taylor
Journal of Time Series Analysis 29 (2), 300-330, 2008
472008
Testing for a change in persistence in the presence of non-stationary volatility
G Cavaliere, AMR Taylor
Journal of Econometrics 147 (1), 84-98, 2008
462008
Stationarity tests under time-varying second moments
G Cavaliere, AMR Taylor
Econometric Theory 21 (6), 1112, 2005
422005
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
A Agosto, G Cavaliere, D Kristensen, A Rahbek
Journal of Empirical Finance 38, 640-663, 2016
372016
Bootstrap M unit root tests
G Cavaliere, AM Robert Taylor
Econometric Reviews 28 (5), 393-421, 2009
342009
Inference on co-integration parameters in heteroskedastic vector autoregressions
HP Boswijk, G Cavaliere, A Rahbek, AMR Taylor
Journal of Econometrics 192 (1), 64-85, 2016
302016
Lag length selection for unit root tests in the presence of nonstationary volatility
G Cavaliere, PCB Phillips, S Smeekes, AMR Taylor
Econometric Reviews 34 (4), 512-536, 2015
292015
Bootstrap determination of the co-integration rank in heteroskedastic VAR models
G Cavaliere, A Rahbek, AM Robert Taylor
Econometric Reviews 33 (5-6), 606-650, 2014
282014
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
G Cavaliere, DI Harvey, SJ Leybourne, AMR Taylor
Econometric Theory, 957-991, 2011
282011
Testing stationarity under a permanent variance shift
G Cavaliere
Economics Letters 82 (3), 403-408, 2004
282004
Testing the unit root hypothesis using generalized range statistics
G Cavaliere
The Econometrics Journal 4 (1), 70-88, 2001
262001
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Articles 1–20