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Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models
Cavaliere, Giuseppe, (2012)
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe, (2015)
Testing for nonlinear cointegration under heteroskedasticity
Hanck, Christoph, (2025)
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe, (2014)
Bootstrap Sequential Determination of the Co-Integration Rank in VAR Models
Cavaliere, Giuseppe, (2010)