Browsing All of EconStor by Author Cavaliere, Giuseppe
Showing results 1 to 5 of 5
| Year of Publication | Title | Author(s) |
| 2013 | Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates | Cavaliere, Giuseppe; Taylor, A. M. Robert; Trenkler, Carsten |
| 2013 | Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions | Boswijk, H. Peter; Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert |
| 2014 | Quasi-maximum likelihood estimation of heteroskedastic fractional time series models | Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Taylor, A. M. Robert |
| 2017 | Adaptive inference in heteroskedastic fractional time series models | Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Taylor, A.M. Robert |
| 2019 | Bootstrapping Non-Stationary Stochastic Volatility | Boswijk, Peter; Cavaliere, Giuseppe; Georgiev, Iliyan; Rahbek, Anders |
