29 June 2020 | Adaptive Inference in Heteroscedastic Fractional Time Series Models
| Cavaliere, G; Nielsen, MØ; Robert Taylor, AM |
12 July 2023 | Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
| Boswijk, HP; Cavaliere, G; De Angelis, L; et al. |
9 July 2021 | Bootstrap inference and diagnostics in state space models: with applications to dynamic macro models
| Angelini, G; Cavaliere, G; Fanelli, L |
30 March 2022 | Bootstrap inference for Hawkes and general point processes
| Cavaliere, G; Lu, Y; Rahbek, A; et al. |
17 November 2023 | Bootstrap Inference in the Presence of Bias
| Cavaliere, G; Gonçalves, S; Nielsen, MØ; et al. |
15 September 2020 | Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
| Cavaliere, G; Nielsen, HB; Pedersen, RS; et al. |
4 March 2021 | Bootstrapping non-stationary stochastic volatility
| Boswijk, HO; Cavaliere, G; Georgiev, I; et al. |
18 June 2018 | Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling
| Cavaliere, G; Nielsen, HB; Rahbek, A |
18 November 2023 | An identification and testing strategy for proxy-SVARs with weak proxies
| Angelini, G; Cavaliere, G; Fanelli, L |
27 September 2022 | Inference in heavy-tailed non-stationary multivariate time series
| Barigozzi, M; Cavaliere, G; Trapani, L |
30 November 2020 | Inference Under Random Limit Bootstrap Measures
| Cavaliere, G; Georgiev, I |
22 January 2021 | An Introduction to Bootstrap Theory in Time Series Econometrics
| Cavaliere, G; Rahbek, A; Bohn Nielsen, H |
20 March 2020 | A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models
| Cavaliere, G; Rahbek, A |
1 February 2023 | Specification tests for GARCH processes with nuisance parameters on the boundary
| Cavaliere, G; Perera, I; Rahbek, A |
1 December 2023 | Tail behavior of ACD models and consequences for likelihood-based estimation
| Cavaliere, G; Mikosch, T; Rahbek, A; et al. |