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Publications by Giuseppe Cavaliere
Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, With an Application to Price Dynamics in Commodity Spot and Futures Markets
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Exploiting Infinite Variance Through Dummy Variables in Nonstationary Autoregressions
Econometric Theory
Economics
Econometrics
Social Sciences
Unit Root Inference for Non-Stationary Linear Processes Driven by Infinite Variance Innovations
Econometric Theory
Economics
Econometrics
Social Sciences
On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space
Journal of Time Series Analysis
Uncertainty
Applied Mathematics
Statistics
Probability
Robust Inference in Autoregressions With Multiple Outliers
Econometric Theory
Economics
Econometrics
Social Sciences
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