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type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Cavaliere, Giuseppe"
~type_genre:"Amtsdruckschrift"
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Cavaliere, Giuseppe
Lee, Lung-fei
22
Jin, Fei
12
Sun, Yixiao
7
Wang, Hansheng
7
Baltagi, Badi H.
6
Le Gallo, Julie
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Li, Dong
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Ling, Shiqing
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Sun, Yiguo
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Yu, Jihai
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Doğan, Osman
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Lesage, James P.
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Rossi, Francesca
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Kutlu, Levent
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Zhang, Rongmao
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Chun, Yongwan
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Debarsy, Nicolas
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Deng, Ying
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Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
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2
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
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3
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
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4
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
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