Giuseppe Cavaliere
AuthID: R-006-FET
1
TITLE: WILD BOOTSTRAP OF THE SAMPLE MEAN IN THE INFINITE VARIANCE CASE Full Text
AUTHORS: Giuseppe Cavaliere; Iliyan Georgiev ; Robert M R Taylor;
PUBLISHED: 2013, SOURCE: ECONOMETRIC REVIEWS, VOLUME: 32, ISSUE: 2
AUTHORS: Giuseppe Cavaliere; Iliyan Georgiev ; Robert M R Taylor;
PUBLISHED: 2013, SOURCE: ECONOMETRIC REVIEWS, VOLUME: 32, ISSUE: 2
2
TITLE: EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS
AUTHORS: Giuseppe Cavaliere; Iliyan Georgiev ;
PUBLISHED: 2013, SOURCE: ECONOMETRIC THEORY, VOLUME: 29, ISSUE: 6
AUTHORS: Giuseppe Cavaliere; Iliyan Georgiev ;
PUBLISHED: 2013, SOURCE: ECONOMETRIC THEORY, VOLUME: 29, ISSUE: 6
3
TITLE: ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS
AUTHORS: Giuseppe Cavaliere; Iliyan Georgiev ;
PUBLISHED: 2009, SOURCE: ECONOMETRIC THEORY, VOLUME: 25, ISSUE: 6
AUTHORS: Giuseppe Cavaliere; Iliyan Georgiev ;
PUBLISHED: 2009, SOURCE: ECONOMETRIC THEORY, VOLUME: 25, ISSUE: 6
4
TITLE: Regime-switching autoregressive coefficients and the asymptotics for unit root tests
AUTHORS: Giuseppe Cavaliere; Iliyan Georgiev ;
PUBLISHED: 2008, SOURCE: ECONOMETRIC THEORY, VOLUME: 24, ISSUE: 4
AUTHORS: Giuseppe Cavaliere; Iliyan Georgiev ;
PUBLISHED: 2008, SOURCE: ECONOMETRIC THEORY, VOLUME: 24, ISSUE: 4
5
TITLE: Testing for unit roots in autoregressions with multiple level shifts
AUTHORS: Giuseppe Cavaliere; Iliyan Georgiev ;
PUBLISHED: 2007, SOURCE: ECONOMETRIC THEORY, VOLUME: 23, ISSUE: 6
AUTHORS: Giuseppe Cavaliere; Iliyan Georgiev ;
PUBLISHED: 2007, SOURCE: ECONOMETRIC THEORY, VOLUME: 23, ISSUE: 6
