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Unit Root Tests under Time-Varying Variances
Cavaliere, Giuseppe - In: Econometric reviews 23 (2004) 3, pp. 259
Persistent link: https://www.econbiz.de/10006879928
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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
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Determination of the number of common stochastic trends under conditional heteroskedasticity
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert - In: Estudios de economía aplicada : revista promovida por … 28 (2010) 3, pp. 519-551
Persistent link: https://www.econbiz.de/10010097157
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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
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Asymptotics for unit root tests under Markovregime-switching
Cavaliere, Giuseppe - In: The econometrics journal 6 (2003) 1, pp. 193-216
Persistent link: https://www.econbiz.de/10007463704
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Asymptotics for unit root tests under Markovregime-switching
Cavaliere, Giuseppe - In: The econometrics journal 6 (2003) 1, pp. 193
Persistent link: https://www.econbiz.de/10007463705
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Testing the unit root hypothesis using generalized range statistics
Cavaliere, Giuseppe - In: The econometrics journal 4 (2001) 1, pp. 70-88
Persistent link: https://www.econbiz.de/10007486733
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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
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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
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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