Giuseppe Cavaliere
Università degli Studi di Bologna
H-index: 25
Europe-Italy
Top articles of Giuseppe Cavaliere
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Intellectual Property Rights and the Efficiency of International Production Networks: Evidence from the Automotive Industry | Centro Studi Luca d'Agliano Development Studies Working Paper | Giuseppe Cavaliere Graziano Moramarco Alireza Naghavi | 2024 |
Tail behavior of ACD models and consequences for likelihood-based estimation | Journal of Econometrics | Giuseppe Cavaliere Thomas Mikosch Anders Rahbek Frederik Vilandt | 2024/1/1 |
An identification and testing strategy for proxy-SVARs with weak proxies | Journal of Econometrics | Giovanni Angelini Giuseppe Cavaliere Luca Fanelli | 2024/1/1 |
Bootstrap inference in the presence of bias | Journal of the American Statistical Association | Giuseppe Cavaliere Sílvia Gonçalves Morten Ørregaard Nielsen Edoardo Zanelli | 2024/1/6 |
Inference in heavy-tailed nonstationary multivariate time series | Journal of the American Statistical Association | Matteo Barigozzi Giuseppe Cavaliere Lorenzo Trapani | 2024/1/2 |
Bootstrap inference for Hawkes and general point processes | Journal of Econometrics | Giuseppe Cavaliere Ye Lu Anders Rahbek Jacob Stærk-Østergaard | 2023/7/1 |
Econometrics Journal | ECONOMETRICS JOURNAL | Giuseppe Cavaliere | 2023 |
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models | Econometric Reviews | H Peter Boswijk Giuseppe Cavaliere Luca De Angelis AM Robert Taylor | 2023/11/26 |
Asymptotics for the Generalized Autoregressive Conditional Duration Model | arXiv preprint arXiv:2307.01779 | Giuseppe Cavaliere Thomas Mikosch Anders Rahbek Frederik Vilandt | 2023/7/4 |
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models | Journal of Applied Econometrics | Giovanni Angelini Giuseppe Cavaliere Luca Fanelli | 2022/1 |
Factor network autoregressions | arXiv preprint arXiv:2208.02925 | Matteo Barigozzi Giuseppe Cavaliere Graziano Moramarco | 2022/8/4 |
Time-Varying Poisson Autoregression | arXiv preprint arXiv:2207.11003 | Giovanni Angelini Giuseppe Cavaliere Enzo D'Innocenzo Luca De Angelis | 2022/7/22 |
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models | Journal of Econometrics | Giuseppe Cavaliere Heino Bohn Nielsen Rasmus Søndergaard Pedersen Anders Rahbek | 2022/3/1 |
Adaptive inference in heteroscedastic fractional time series models | Journal of Business & Economic Statistics | Giuseppe Cavaliere Morten Ørregaard Nielsen AM Robert Taylor | 2022/1/2 |
Bootstrapping non-stationary stochastic volatility | Journal of Econometrics | H Peter Boswijk Giuseppe Cavaliere Iliyan Georgiev Anders Rahbek | 2021/9/1 |
MinP Score Tests with an Inequality Constrained Parameter Space | arXiv preprint arXiv:2107.06089 | Giuseppe Cavaliere Zeng-Hua Lu Anders Rahbek Yuhong Yang | 2021/7/13 |
Specification tests for GARCH processes | arXiv preprint arXiv:2105.14081 | Giuseppe Cavaliere Indeewara Perera Anders Rahbek | 2021/5/28 |
A primer on bootstrap testing of hypotheses in time series models: With an application to double autoregressive models | Econometric Theory | Giuseppe Cavaliere Anders Rahbek | 2021/2 |
Journal of Time Series Analysis | JOURNAL OF TIME SERIES ANALYSIS | Giuseppe Cavaliere | 2020/12/1 |
Inference under random limit bootstrap measures | Econometrica | Giuseppe Cavaliere Iliyan Georgiev | 2020/11 |
Co-Authors
