Now showing items 1-8 of 8

    Issue DateTitleAuthor(s)
    29 June 2020Adaptive Inference in Heteroscedastic Fractional Time Series Models  Cavaliere, G; Nielsen, MØ; Robert Taylor, AM
    9 July 2021Bootstrap inference and diagnostics in state space models: with applications to dynamic macro models  Angelini, G; Cavaliere, G; Fanelli, L
    15 September 2020Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models  Cavaliere, G; Nielsen, HB; Pedersen, RS; et al.
    4 March 2021Bootstrapping non-stationary stochastic volatility  Boswijk, HO; Cavaliere, G; Georgiev, I; et al.
    18 June 2018Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling  Cavaliere, G; Nielsen, HB; Rahbek, A
    30 November 2020Inference Under Random Limit Bootstrap Measures  Cavaliere, G; Georgiev, I
    22 January 2021An Introduction to Bootstrap Theory in Time Series Econometrics  Cavaliere, G; Rahbek, A; Bohn Nielsen, H
    20 March 2020A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models  Cavaliere, G; Rahbek, A