Giuseppe Cavaliere

Giuseppe Cavaliere

Università di Bologna - Bologna / Italy
Economics & Econometrics / Economics
AD Scientific Index ID: 1806898
University of Bologna
person_outline Giuseppe Cavaliere's MOST POPULAR ARTICLES
1-) Testing for unit roots in time series models with non-stationary volatilityG Cavaliere, AMR TaylorJournal of Econometrics 140 (2), 919-947, 20071682007
2-) Unit root tests under time-varying variancesG CavaliereEconometric Reviews 23 (3), 259-292, 20051672005
3-) Bootstrap unit root tests for time series with nonstationary volatilityG Cavaliere, AMR TaylorEconometric Theory 24 (1), 43, 20081492008
4-) Testing for co-integration in vector autoregressions with non-stationary volatilityG Cavaliere, A Rahbek, AM TaylorJournal of Econometrics 158 (1), 7-24, 20101502010
5-) Bootstrap Determination of the Cointegration Rank in VAR ModelsA Rahbek, G Cavaliere, RAM TaylorEconometrica, 2012144*2012