Access Statistics for Giuseppe Cavaliere

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS 0 0 2 105 1 2 12 117
A Rescaled Range Statistics Approach to Unit Root Tests 0 0 0 166 0 1 9 598
A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 4 0 0 11 48
AN INTRODUCTION TO BOOTSTRAP THEORY IN TIME SERIES ECONOMETRICS 1 1 1 150 2 3 17 138
Adaptive Inference In Heteroskedastic Fractional Time Series Models 0 0 0 188 0 2 15 350
Adaptive Inference in Heteroskedastic Fractional Time Series Models 0 0 2 11 0 1 9 48
Adaptive inference in heteroskedastic fractional time series models 0 0 0 13 1 1 7 14
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 1 8 0 1 8 34
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 0 0 3 17
An identification and testing strategy for proxy-SVARs with weak proxies 0 0 1 42 1 4 31 77
Asymptotics for the Generalized Autoregressive Conditional Duration Model 0 0 0 43 0 0 8 69
BOOTSTRAP INFERENCE FOR HAWKES AND GENERAL POINT PROCESSES 1 1 2 21 1 3 24 114
BOOTSTRAP INFERENCE ON THE BOUNDARY OF THE PARAMETER SPACE WITH APPLICATION TO CONDITIONAL VOLATILITY MODELS 0 0 1 99 0 2 16 246
Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations 1 3 47 51 2 9 107 109
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 0 2 27 319
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 40 0 0 13 104
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 48 0 0 15 200
Bootstrap Diagnostic Tests 1 2 40 40 1 9 55 55
Bootstrap Inference for Hawkes and General Point Processes 0 0 1 40 0 2 17 75
Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets 0 0 0 178 0 0 11 414
Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets 0 0 0 45 0 1 11 100
Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets 0 0 0 0 0 1 7 7
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 143 0 0 12 387
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 70 0 1 8 143
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 0 4 15 252
Bootstrap determination of the co-integration rank in VAR models 0 0 0 3 0 1 8 69
Bootstrap inference for Hawkes and general point processes 0 0 0 0 0 1 16 33
Bootstrap inference in the presence of bias 1 1 18 114 1 4 49 265
Bootstrapping DSGE models 0 0 0 195 0 0 6 309
Bootstrapping Non-Stationary Stochastic Volatility 0 0 0 67 1 1 19 125
Bootstrapping Non-Stationary Stochastic Volatility 0 0 0 4 0 3 12 31
Co-integration Rank Testing under Conditional Heteroskedasticity 0 0 0 238 1 1 9 490
Co-integration rank determination in partial systems using information criteria 0 0 0 33 0 0 9 49
Co-integration rank tests under conditional heteroskedasticity 0 0 0 64 0 0 14 191
Consumption risk sharing and adjustment costs 0 0 0 44 0 0 4 187
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 1 1 52 0 1 12 66
Determining the number of cointegrating relations under rank constraints 0 0 0 100 0 1 11 413
Determining the rank of cointegration with infinite variance 0 0 0 14 0 0 10 38
Exploiting infinite variance through Dummy Variables in non-stationary autoregressions 0 0 0 5 0 1 8 54
Factor Network Autoregressions 0 2 12 217 1 6 73 218
Improved inference for nonparametric regression and regression-discontinuity designs 3 9 35 35 5 17 81 81
Inference in heavy-tailed non-stationary multivariate time series 0 0 2 81 0 1 26 202
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 1 127 0 0 13 228
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 23 0 0 13 78
Inference under random limit bootstrap measures 0 0 0 20 0 1 13 30
Intellectual Property Rights and the Efficiency of International Production Networks: Evidence from the Automotive Industry 0 0 1 23 3 4 22 41
International dynamic risk sharing 0 0 0 7 0 2 7 93
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 1 1 20 958
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 1 2 18 234
Limited time series with a unit root 0 0 0 13 0 0 15 59
MinP Score Tests with an Inequality Constrained Parameter Space 0 0 0 22 0 0 14 85
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 0 0 0 202 0 0 14 471
On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space 0 0 0 79 0 2 14 163
Parameters on the boundary in predictive regression 0 0 0 19 0 2 9 24
Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form 0 0 0 26 1 1 12 63
Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form 0 0 0 3 0 1 8 9
Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form 0 0 0 224 0 4 25 468
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 0 3 0 0 18 61
Sieve-based inference for infinite-variance linear processes 0 0 2 98 0 1 10 176
Specification tests for GARCH processes 0 0 0 41 0 0 16 108
Specification tests for GARCH processes 0 0 0 6 0 0 6 21
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 234 0 1 17 576
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 116 0 2 15 392
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility 0 0 0 174 0 3 27 395
Testing for a change in persistence in the presence of non-stationary volatility 0 0 0 40 0 0 22 166
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 0 30 0 3 15 175
Testing for unit roots in autoregressions with multiple level shifts 0 0 0 6 0 0 6 30
Testing for unit roots in the presence of a possible break in trend and non-stationary volatility 0 0 0 56 0 2 17 230
Testing the Null of Co-integration in the Presence of Variance Breaks 0 0 0 3 0 1 7 280
The Econometrics of Financial Duration Modeling 0 0 1 68 0 1 17 77
The Size and Uncertainty of Government Spending Multipliers in Italian Regions 0 0 8 8 0 0 29 29
Time-Varying Poisson Autoregression 0 0 1 66 0 1 19 42
Uniform Critical Values for Likelihood Ratio Tests in Boundary Problems 0 0 11 11 0 1 17 17
Unit root inference for non-stationary linear processes driven by infinite variance innovations 0 0 1 85 1 5 16 197
Unit root tests under time-varying variances 0 0 0 9 0 1 9 68
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 0 48 0 1 26 81
Wild bootstrap of the mean in the infinite variance case 0 0 1 7 0 0 7 39
Total Working Papers 8 20 193 5,099 25 130 1,368 13,020
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
03.4.2. The Asymptotic Distribution of the Dickey–Fuller Statistic under Nonnegativity Constraint 0 0 1 24 1 2 9 71
A Comment on: “Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data” 0 1 4 7 1 4 32 42
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 6 2 2 11 69
A Note on Testing Covariance Stationarity 0 0 0 45 0 0 7 148
A new approach to stock price modelling and the efficiency of the Italian stock exchange 0 0 0 26 0 0 12 75
A note on unit root testing in the presence of level shifts 0 0 0 0 1 2 7 60
Adaptive Inference in Heteroscedastic Fractional Time Series Models 0 0 1 21 2 2 9 55
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 0 1 14 15
An identification and testing strategy for proxy-SVARs with weak proxies 1 2 6 29 3 13 48 100
Asymptotics for unit root tests under Markov regime-switching 0 0 0 81 1 3 8 223
BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY 0 0 2 125 0 1 18 266
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 5 2 2 12 54
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 12 0 1 12 88
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 0 0 0 8 0 0 8 65
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models 0 0 0 131 0 1 29 512
Bootstrap Inference in the Presence of Bias 0 0 9 17 13 17 55 78
Bootstrap M Unit Root Tests 0 0 0 92 1 1 17 252
Bootstrap Testing of Hypotheses on Co‐Integration Relations in Vector Autoregressive Models 0 1 2 157 1 2 21 332
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 0 0 2 19 1 2 22 73
Bootstrap inference for Hawkes and general point processes 0 0 1 3 0 2 15 23
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models 0 1 2 24 0 5 41 95
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets 0 0 0 65 0 0 13 214
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling 0 0 1 26 0 0 19 87
Bootstrapping non-stationary stochastic volatility 0 1 1 7 2 3 11 50
Bounded integrated processes and unit root tests 0 0 0 0 0 0 8 17
COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY 0 0 0 59 0 1 16 174
Consumption risk sharing and adjustment costs 0 0 0 39 0 0 9 120
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 0 0 7 15
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 1 1 4 0 3 10 36
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 0 0 0 29 0 2 14 103
EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS 0 0 0 20 0 0 8 75
Factor Network Autoregressions 0 1 1 1 0 1 9 9
Firm size and the Italian Stock Exchange 0 0 0 71 0 1 10 324
Fundamentals and asset price dynamics 0 1 1 3 0 1 4 16
HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT 1 1 1 145 1 1 7 292
Inference Under Random Limit Bootstrap Measures 2 3 5 59 3 5 24 170
Inference in Heavy-Tailed Nonstationary Multivariate Time Series 0 0 1 2 1 1 16 17
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 0 1 42 0 1 25 156
International dynamic risk sharing 0 0 0 116 0 0 10 359
LIMITED TIME SERIES WITH A UNIT ROOT 1 1 1 108 1 3 9 264
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 0 1 8 80
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 2 2 3 138 2 3 27 373
On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space 0 1 1 5 0 2 9 34
PARAMETERS ON THE BOUNDARY IN PREDICTIVE REGRESSION 0 0 0 0 0 0 0 0
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form 0 0 0 49 1 3 23 201
REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS 0 0 0 48 0 1 6 144
ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS 0 0 0 25 0 0 9 110
Recent developments in bootstrap methods for dependent data 0 0 0 7 0 0 7 41
Recent developments in bootstrap methods for dependent data 0 0 0 11 0 1 9 53
Regional consumption dynamics and risk sharing in Italy 0 0 0 39 1 1 7 253
Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 0 4 0 0 23 96
STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS 0 0 1 54 0 1 11 174
Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary 0 0 0 0 2 2 7 9
TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS 0 0 0 31 1 1 10 148
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 0 0 0 43 0 0 10 140
Tail behavior of ACD models and consequences for likelihood-based estimation 0 0 0 2 0 2 12 18
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics 1 1 1 22 1 3 16 107
Testing for a Change in Persistence in the Presence of a Volatility Shift* 0 0 0 32 1 2 15 145
Testing for a change in persistence in the presence of non-stationary volatility 0 0 0 88 1 2 10 348
Testing for co-integration in vector autoregressions with non-stationary volatility 0 1 1 70 3 4 20 246
Testing for unit roots in bounded time series 0 1 2 176 1 3 18 591
Testing for unit roots in time series models with non-stationary volatility 0 0 1 224 1 1 14 509
Testing mean reversion in target-zone exchange rates 0 0 1 61 2 2 16 260
Testing stationarity under a permanent variance shift 0 1 2 43 0 3 8 166
Testing the Null of Co‐integration in the Presence of Variance Breaks 0 0 0 70 1 3 13 176
Testing the unit root hypothesis using generalized range statistics 0 0 0 2 0 1 8 366
Tests for cointegration rank and choice of the alternative 0 0 0 38 0 1 9 111
The Fixed Volatility Bootstrap for a Class of Arch(q) Models 0 0 0 9 1 1 9 42
Time‐Transformed Unit Root Tests for Models with Non‐Stationary Volatility 1 1 1 84 2 4 11 199
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS 0 0 0 9 0 1 9 55
Unit Root Tests under Time-Varying Variances 0 0 0 27 2 5 14 122
Wild Bootstrap of the Sample Mean in the Infinite Variance Case 0 1 1 23 0 3 16 106
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 9 0 1 10 39
Total Journal Articles 9 23 59 3,086 60 144 1,030 10,656
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07