Browsing Economics by Author "Cavaliere, G"

Now showing items 1-15 of 15

    Issue DateTitleAuthor(s)
    29 June 2020Adaptive Inference in Heteroscedastic Fractional Time Series Models  Cavaliere, G; Nielsen, MØ; Robert Taylor, AM
    12 July 2023Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models  Boswijk, HP; Cavaliere, G; De Angelis, L; et al.
    9 July 2021Bootstrap inference and diagnostics in state space models: with applications to dynamic macro models  Angelini, G; Cavaliere, G; Fanelli, L
    30 March 2022Bootstrap inference for Hawkes and general point processes  Cavaliere, G; Lu, Y; Rahbek, A; et al.
    17 November 2023Bootstrap Inference in the Presence of Bias  Cavaliere, G; Gonçalves, S; Nielsen, MØ; et al.
    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
    18 November 2023An identification and testing strategy for proxy-SVARs with weak proxies  Angelini, G; Cavaliere, G; Fanelli, L
    27 September 2022Inference in heavy-tailed non-stationary multivariate time series  Barigozzi, M; Cavaliere, G; Trapani, L
    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
    1 February 2023Specification tests for GARCH processes with nuisance parameters on the boundary  Cavaliere, G; Perera, I; Rahbek, A
    1 December 2023Tail behavior of ACD models and consequences for likelihood-based estimation  Cavaliere, G; Mikosch, T; Rahbek, A; et al.