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 Rescaled Range Statistics Approach to Unit Root Tests 1 4 13 131 3 6 46 462
Co-integration Rank Testing under Conditional Heteroskedasticity 5 16 32 32 13 33 51 51
Consumption risk sharing and adjustment costs 1 1 10 26 4 4 22 66
Determining the number of cointegrating relations under rank constraints 1 3 8 72 2 10 37 249
International dynamic risk sharing 2 3 10 23 8 13 33 76
Limited time series with a unit root 0 1 4 4 3 5 9 9
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 1 1 8 13 5 9 20 47
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 2 7 46 46 12 27 103 103
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 6 11 57 82 12 22 123 141
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility 3 10 50 50 6 16 70 70
Testing for unit roots in autoregressions with multiple level shifts 1 2 10 23 2 6 19 49
Testing the Null of Co-integration in the Presence of Variance Breaks 0 0 0 3 1 5 26 189
Unit root tests under time-varyng variances 1 2 5 5 2 6 13 13
Total Working Papers 24 61 253 510 73 162 572 1,525

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
03.3.2. The Asymptotic Distribution of the Dickey Solution 0 0 2 5 1 4 15 16
03.4.2. The Asymptotic Distribution of the Dickey Fuller Statistic under Nonnegativity Constraint 0 1 6 6 1 3 14 14
A Note on Testing Covariance Stationarity 3 3 8 8 5 7 22 22
Asymptotics for unit root tests under Markov regime-switching 0 0 8 64 1 2 18 149
BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY 2 6 21 21 4 11 41 41
Bootstrap M Unit Root Tests 2 3 22 22 5 8 37 37
Firm Size and the Italian Stock Exchange 1 1 9 49 2 2 17 239
HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT 3 6 6 6 6 11 11 11
International dynamic risk sharing 4 6 30 57 9 14 66 129
LIMITED TIME SERIES WITH A UNIT ROOT 1 1 11 21 3 6 28 50
REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS 3 3 13 13 4 6 29 29
Regional consumption dynamics and risk sharing in Italy 0 0 6 21 2 4 20 52
STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS 1 5 15 21 3 9 30 41
TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS 0 0 5 5 1 3 16 16
Testing for a Change in Persistence in the Presence of a Volatility Shift 0 0 3 16 1 3 18 54
Testing for a change in persistence in the presence of non-stationary volatility 0 1 12 12 5 12 40 40
Testing for unit roots in time series models with non-stationary volatility 1 4 18 37 2 7 38 92
Testing mean reversion in target-zone exchange rates 1 1 7 32 3 4 32 120
Testing stationarity under a permanent variance shift 0 0 4 16 1 2 14 74
Testing the Null of Co-integration in the Presence of Variance Breaks 0 1 5 47 2 4 18 86
Testing the unit root hypothesis using generalized range statistics 0 0 0 2 2 4 22 269
Tests for cointegration rank and choice of the alternative 0 1 2 2 1 5 7 7
Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility 1 2 17 21 4 7 38 49
Total Journal Articles 23 45 230 504 68 138 591 1,637
3 registered items for which data could not be found
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Statistics updated 2009-11-04