1. A Comparison of Sequential and Information‐based Methods for Determining the Co‐integration Rank in Heteroskedastic VAR Models1. (February 2015) Authors: Cavaliere, Giuseppe; Angelis, Luca De; Rahbek, Anders; Robert Taylor, A. M. Journal: Oxford bulletin of economics and statistics Issue: Volume 77:Number 1(2015:Feb.) Page Start: 106 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS. (20th February 2021) Authors: Cavaliere, Giuseppe; Rahbek, Anders Journal: Econometric theory Issue: Volume 37:Number 1(2021) Page Start: 1 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Adaptive Inference in Heteroscedastic Fractional Time Series Models. Issue 1 (2nd January 2022) Authors: Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Robert Taylor, A. M. Journal: Journal of business & economic statistics Issue: Volume 40:Issue 1(2022) Page Start: 50 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Bootstrap Co‐integration Rank Testing: The Effect of Bias‐Correcting Parameter Estimates1. (21st January 2015) Authors: Cavaliere, Giuseppe; Taylor, A. M. Robert; Trenkler, Carsten Journal: Oxford bulletin of economics and statistics Issue: Volume 77:Number 5(2015:Oct.) Page Start: 740 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components. (22nd January 2015) Authors: Cavaliere, Giuseppe; Rahbek, Anders; Robert Taylor, A. M. Other Names: Cavaliere Giuseppe guestEditor.; Politis Dimitris N. guestEditor.; Rahbek Anders guestEditor. Journal: Journal of time series analysis Issue: Volume 36:Number 3(2015:May) Page Start: 272 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models. (4th October 2021) Authors: Angelini, Giovanni; Cavaliere, Giuseppe; Fanelli, Luca Journal: Journal of applied econometrics Issue: Volume 37:Number 1(2022) Page Start: 3 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Bootstrap Testing of Hypotheses on Co‐Integration Relations in Vector Autoregressive Models. Issue 2 (March 2015) Authors: Cavaliere, Giuseppe; Nielsen, Heino Bohn; Rahbek, Anders Journal: Econometrica Issue: Volume 83:Issue 2(2015:Mar.) Page Start: 813 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling. Issue 1 (2nd January 2020) Authors: Cavaliere, Giuseppe; Nielsen, Heino Bohn; Rahbek, Anders Journal: Journal of business & economic statistics Issue: Volume 38:Issue 1(2020) Page Start: 55 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Co‐integration Rank Determination in Partial Systems Using Information Criteria1. (14th June 2017) Authors: Cavaliere, Giuseppe; De Angelis, Luca; Fanelli, Luca Journal: Oxford bulletin of economics and statistics Issue: Volume 80:Number 1(2018) Page Start: 65 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER. (20th September 2016) Authors: Cavaliere, Giuseppe; De Angelis, Luca; Rahbek, Anders; Robert Taylor, A.M. Journal: Econometric theory Issue: Volume 34:Number 2(2018) Page Start: 349 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗