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Cavaliere, Giuseppe
 SSRN Author Rank: 44,243 by Downloads
 

University of Bologna - Department of Statistics


 Via Belle Arti 41
 40126 Bologna
 Italy
 +39 0512098230 (Phone)
 +39 051232153 (Fax)
 email address

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. Cavaliere, Giuseppe's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
358		 Total
Citations
29
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Testing for Co-Integration in Vector Autoregressions with Non-Stationary Volatility | Show Abstract | Download |
CREATES Research Paper No. 2008-50, Univ. of Copenhagen Dept. of Economics Discussion Paper No. 08-34
Working Paper Series
Cavaliere, Giuseppe
University of Bologna - Department of Statistics
Rahbek, Anders
University of Copenhagen - Department of Statistics and Operations Research
Robert Taylor, A. M.
affiliation not provided to SSRN
Posted:
03 Oct 08
89
(146,019) 		8
2.   Incl. Electronic Paper
Cavaliere, Giuseppe
University of Bologna - Department of Statistics
Rahbek, Anders
University of Copenhagen - Department of Statistics and Operations Research
Taylor, A. M. Robert
affiliation not provided to SSRN
Posted:
11 Feb 10
Last Revised:
12 Feb 10
49
(201,895) 		1
3.  
Cavaliere, Giuseppe
University of Bologna - Department of Statistics
Phillips, Peter C. B.
Yale University - Cowles Foundation
Smeekes, Stephan
affiliation not provided to SSRN
Taylor, A. M. Robert
affiliation not provided to SSRN
Posted:
09 Jan 12
47
(205,648) 		 
4.  
Cavaliere, Giuseppe
University of Bologna - Department of Statistics
Harvey, David I.
University of Nottingham - School of Economics
Leybourne, Stephen J.
University of Nottingham
Taylor, A. M. Robert
affiliation not provided to SSRN
Posted:
02 Dec 08
38
(223,690) 		1
5.  
Co-Integration Rank Testing under Conditional Heteroskedasticity | Show Abstract | Download |
CREATES Research Paper No. 2009-22
Working Paper Series
Cavaliere, Giuseppe
University of Bologna - Department of Statistics
Rahbek, Anders
University of Copenhagen - Department of Statistics and Operations Research
Taylor, A. M. Robert
affiliation not provided to SSRN
Posted:
28 May 09
37
(225,881) 		7
6.  
Limited Time Series with a Unit Root | Show Abstract | Download |
Econometric Theory, Vol. 21, No. 5, 2005
Working Paper Series
Cavaliere, Giuseppe
University of Bologna - Department of Statistics
Posted:
06 Oct 08
35
(230,461) 		4
7.  
Testing the Null of Co-Integration in the Presence of Variance Breaks | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 27, No. 4, pp. 613-636, July 2006
Accepted Paper Series
Cavaliere, Giuseppe
University of Bologna - Department of Statistics
Taylor, A. M. Robert
University of Birmingham - Department of Economics
Posted:
02 Jun 06
20
(274,767) 		1
8.  
Testing for a Change in Persistence in the Presence of a Volatility Shift | Show Abstract | Download |
Oxford Bulletin of Economics and Statistics, Vol. 68, No. S1, pp. 761-781, December 2006
Accepted Paper Series
Cavaliere, Giuseppe
University of Bologna - Department of Statistics
Taylor, A. M. Robert
affiliation not provided to SSRN
Posted:
24 Nov 06
15
(292,437) 		3
9.  
Asymptotics for Unit Root Tests Under Markov Regime-Switching | Show Abstract | Download |
Econometrics Journal, Vol. 6, pp. 193-216, June 2003
Accepted Paper Series
Cavaliere, Giuseppe
University of Bologna - Department of Statistics
Posted:
18 Sep 03
13
(299,697) 		2
10.  
Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 29, Issue 2, pp. 300-330, March 2008
Accepted Paper Series
Cavaliere, Giuseppe
University of Bologna - Department of Statistics
Robert Taylor, A. M.
affiliation not provided to SSRN
Posted:
29 Feb 08
8
(316,231) 		1
11.  
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models | Show Abstract | Download |
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-11
Working Paper Series
Cavaliere, Giuseppe
University of Bologna - Department of Statistics
Rahbek, Anders
University of Copenhagen - Department of Statistics and Operations Research
Taylor, A. M. Robert
affiliation not provided to SSRN
Posted:
05 Sep 12
7
(319,197) 		1
12.  
Testing the Unit Root Hypothesis using Generalized Range Statistics | Show Abstract |
Econometrics Journal, Vol. 4, pp. 70-88, 2001
Accepted Paper Series
Cavaliere, Giuseppe
University of Bologna - Department of Statistics
Posted:
05 Sep 01
 

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