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Unit root tests under time-var...
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Unit root tests under time-varying variances
Cavaliere, Giuseppe
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 259-292
Persistent link: https://www.econbiz.de/10002263235
Saved in:
2
Unit Root Tests under Time-Varying Variances
Cavaliere, Giuseppe
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 259
Persistent link: https://www.econbiz.de/10006879928
Saved in:
3
Bootstrap M Unit Root Tests
Cavaliere, Giuseppe
;
Robert Taylor, A.M.
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 393-421
Persistent link: https://www.econbiz.de/10008212744
Saved in:
4
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:
5
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion
Cavaliere, Giuseppe
;
Taylor, A. M. Robert
;
Trenkler, Carsten
- In:
Econometric reviews
32
(
2013
)
7
,
pp. 814-847
Persistent link: https://www.econbiz.de/10010088588
Saved in:
6
Wild Bootstrap of the Sample Mean in the Infinite Variance Case
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Robert Taylor, A. M.
- In:
Econometric reviews
32
(
2013
)
2
,
pp. 204-219
Persistent link: https://www.econbiz.de/10010053018
Saved in:
7
Wild bootstrap of the sample mean in the infite variance case
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 204-219
Persistent link: https://www.econbiz.de/10009717796
Saved in:
8
Bootstrap cointegration rank testing : the role of deterministic variables and initial values in the bootstrap recursion
Cavaliere, Giuseppe
;
Taylor, Robert
;
Trenkler, Carsten
- In:
Econometric reviews
32
(
2013
)
7
,
pp. 814-847
Persistent link: https://www.econbiz.de/10009758616
Saved in:
9
Bootstrap M unit root tests
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 393-421
Persistent link: https://www.econbiz.de/10003873063
Saved in:
10
A note on testing covariance stationarity
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 364-371
Persistent link: https://www.econbiz.de/10003864024
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