E-LIB Suche - Ergebnisse für: Cavaliere, Giuseppe

1

An identification and testing strategy for proxy-SVARs with..:

Angelini, Giovanni ; Cavaliere, Giuseppe ; Fanelli, Luca
Journal of Econometrics. 238 (2024) 2 - p. 105604 , 2024

2

Bootstrap Inference in the Presence of Bias:

Cavaliere, Giuseppe ; Gonçalves, Sílvia ; Nielsen, Morten Ørregaard.
Journal of the American Statistical Association. , 2024

Link: https://doi.org/10.1080/..

3

Tail behavior of ACD models and consequences for likelihood..:

Cavaliere, Giuseppe ; Mikosch, Thomas ; Rahbek, Anders.
Journal of Econometrics. 238 (2024) 2 - p. 105613 , 2024

Link: https://doi.org/10.1016/..

4

Specification Tests for GARCH Processes with Nuisance Param..:

Cavaliere, Giuseppe ; Perera, Indeewara ; Rahbek, Anders
Journal of Business & Economic Statistics. 42 (2023) 1 - p. 197-214 , 2023

Link: https://doi.org/10.1080/..

5

Adaptive information-based methods for determining the co-i..:

Peter Boswijk, H. ; Cavaliere, Giuseppe ; De Angelis, Luca.
Econometric Reviews. 42 (2023) 9-10 - p. 725-757 , 2023

Link: https://doi.org/10.1080/..

6

Bootstrap inference for Hawkes and general point processes:

Cavaliere, Giuseppe ; Lu, Ye ; Rahbek, Anders.
Journal of Econometrics. 235 (2023) 1 - p. 133-165 , 2023

Link: https://doi.org/10.1016/..

7

Inference in Heavy-Tailed Nonstationary Multivariate Time S..:

Barigozzi, Matteo ; Cavaliere, Giuseppe ; Trapani, Lorenzo
Journal of the American Statistical Association. 119 (2022) 545 - p. 565-581 , 2022

Link: https://doi.org/10.1080/..

8

Bootstrap inference on the boundary of the parameter space,..:

Cavaliere, Giuseppe ; Nielsen, Heino Bohn ; Pedersen, Rasmus Søndergaard.
Journal of Econometrics. 227 (2022) 1 - p. 241-263 , 2022

Link: https://doi.org/10.1016/..

9

Bootstrapping non-stationary stochastic volatility:

Boswijk, H. Peter ; Cavaliere, Giuseppe ; Georgiev, Iliyan.
Journal of Econometrics. 224 (2021) 1 - p. 161-180 , 2021

Link: https://doi.org/10.1016/..

10

Bootstrap inference and diagnostics in state space models: ..:

Angelini, Giovanni ; Cavaliere, Giuseppe ; Fanelli, Luca
Journal of Applied Econometrics. 37 (2021) 1 - p. 3-22 , 2021

Link: https://doi.org/10.1002/..

11

Inference Under Random Limit Bootstrap Measures:

Cavaliere, Giuseppe ; Georgiev, Iliyan
Econometrica. 88 (2020) 6 - p. 2547-2574 , 2020

Link: https://doi.org/10.3982/..

12

Adaptive Inference in Heteroscedastic Fractional Time Serie..:

Cavaliere, Giuseppe ; Nielsen, Morten Ørregaard ; Robert Taylor, A. M.
Journal of Business & Economic Statistics. 40 (2020) 1 - p. 50-65 , 2020

Link: https://doi.org/10.1080/..

13

A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES ..:

Cavaliere, Giuseppe ; Rahbek, Anders
Econometric Theory. 37 (2020) 1 - p. 1-48 , 2020

Link: https://doi.org/10.1017/..

14

INFERENCE UNDER RANDOM LIMIT BOOTSTRAP MEASURES:

Cavaliere, Giuseppe ; Georgiev, Iliyan
Econometrica. 88 (2020) 6 - p. 2547-2574 , 2020

Link: https://www.jstor.org/st..

15

Bootstrapping Noncausal Autoregressions: With Applications ..:

Cavaliere, Giuseppe ; Nielsen, Heino Bohn ; Rahbek, Anders
Journal of Business & Economic Statistics. 38 (2018) 1 - p. 55-67 , 2018

Link: https://doi.org/10.1080/..