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~person:"Bai, J."
~person:"Busetti, F."
~person:"Costa, Michele"
~person:"Taylor, A.M.Robert"
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Common trends in financial markets
Cavaliere, Giuseppe
;
Costa, Michele
- In:
Price indexes in time and space : methods and practice
,
(pp. 225-238)
.
2010
Persistent link: https://www.econbiz.de/10003961842
Saved in:
2
HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT
Cavaliere, Giuseppe
;
Taylor, A.M.Robert
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1228-1276
Persistent link: https://www.econbiz.de/10008306947
Saved in:
3
A Note on Testing Covariance Stationarity
Cavaliere, Giuseppe
;
Taylor, A.M.Robert
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 364-371
Persistent link: https://www.econbiz.de/10008172298
Saved in:
4
BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
Cavaliere, Giuseppe
;
Taylor, A.M.Robert
;
Andrews, D.W.K.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10007896794
Saved in:
5
Testing for a change in persistence in the presence of non-stationary volatility
Cavaliere, Giuseppe
;
Taylor, A.M.Robert
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10008143202
Saved in:
6
TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Aitchison, J.
; …
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1162-1216
Persistent link: https://www.econbiz.de/10007869212
Saved in:
7
Testing for unit roots in time series models with non-stationary volatility
Cavaliere, Giuseppe
;
Taylor, A.M.Robert
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 919
Persistent link: https://www.econbiz.de/10007761408
Saved in:
8
STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS
Cavaliere, Giuseppe
;
Taylor, A.M.Robert
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1112-1129
Persistent link: https://www.econbiz.de/10006957905
Saved in:
9
A new approach to stock price modelling and the efficiency of the Italian stock exchange
Gardini, Attilio
;
Cavaliere, Giuseppe
;
Costa, Michele
- In:
Statistical Methods and Applications
8
(
1999
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10008497277
Saved in:
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