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~isPartOf:"Econometric theory"
~isPartOf:"Japan and the world economy : international journal of theory and policy"
~person:"Cavaliere, Giuseppe"
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Cavaliere, Giuseppe
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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:
2
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:
3
Heteroskedastic time series with a unit root
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1228-1276
Persistent link: https://www.econbiz.de/10003885750
Saved in:
4
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
5
Regime-switching autoregressive coefficients and the asymptotics for unit root tests
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
24
(
2008
)
4
,
pp. 1137-1148
Persistent link: https://www.econbiz.de/10003736886
Saved in:
6
Testing for unit roots in autoregressions with multiple level shifts
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1162-1215
Persistent link: https://www.econbiz.de/10003591856
Saved in:
7
Limited time series with a unit root
Cavaliere, Giuseppe
- In:
Econometric theory
21
(
2005
)
5
,
pp. 907-945
Persistent link: https://www.econbiz.de/10003101945
Saved in:
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