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subject:"Großbritannien"
subject:"Wechselkurs"
~subject:"Zeitreihenanalyse"
~person:"Cavaliere, Giuseppe"
~type_genre:"Aufsatz in Zeitschrift"
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Großbritannien
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Estimation theory
14
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Cavaliere, Giuseppe
Phillips, Peter C. B.
29
Leybourne, Stephen James
18
Linton, Oliver
16
Taylor, Robert
16
Teräsvirta, Timo
16
Harvey, Andrew C.
15
Johansen, Søren
15
Lütkepohl, Helmut
15
Baillie, Richard
14
Hassler, Uwe
14
Chambers, Marcus J.
13
Gao, Jiti
13
Perron, Pierre
13
Kapetanios, George
11
Tauchen, George Eugene
11
Xiao, Zhijie
11
Koop, Gary
10
Robinson, Peter M.
10
Zhu, Ke
10
Chen, Xiaohong
9
Franses, Philip Hans
9
Harvey, David I.
9
Hendry, David F.
9
Hong, Yongmiao
9
Li, Jia
9
Lucas, André
9
McAleer, Michael
9
Westerlund, Joakim
9
Baltagi, Badi H.
8
Bauwens, Luc
8
Bollerslev, Tim
8
Caporale, Guglielmo Maria
8
Diebold, Francis X.
8
Koopman, Siem Jan
8
Li, Qi
8
McElroy, Tucker
8
Nielsen, Morten Ørregaard
8
Pesaran, M. Hashem
8
Politis, Dimitris N.
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Ramírez, Miguel D.
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Econometric theory
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Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
3
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
4
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
5
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
6
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
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