| 1 |
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Asysmptotics for unit root tests under Markov regime-switching
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Cavaliere, G.
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Blackwell Publishers: The Royal Economic Society
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2003
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| 2 |
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Stochastic Volatility: Selected Readings
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Cavaliere, G.
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Blackwell Publishing Ltd
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2006
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| 3 |
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Testing stationarity under a permanent variance shift
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Cavaliere, G.
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Elsevier Science B.V., Amsterdam.
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2004
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| 4 |
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EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS
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Cavaliere, G.; Georgiev, I.
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Cambridge University Press
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2013
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| 5 |
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Regional consumption dynamics and risk sharing in Italy
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Cavaliere, G.; Fanelli, L.; Gardini, A.
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Elsevier Science B.V., Amsterdam.
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2006
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| 6 |
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Testing for unit roots in time series models with non-stationary volatility
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Cavaliere, G.; Taylor, A. M.
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Elsevier Science B.V., Amsterdam.
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2007
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| 7 |
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International dynamic risk sharing
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Cavaliere, G.; Fanelli, L.; Gardini, A.
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John Wiley & Sons, Ltd
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2008
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| 8 |
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Testing for a change in persistence in the presence of non-stationary volatility
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Cavaliere, G.; Taylor, A. M.
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Elsevier Science B.V., Amsterdam.
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2008
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| 9 |
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Testing for co-integration in vector autoregressions with non-stationary volatility
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Cavaliere, G.; Rahbek, A.; Taylor, A. M.
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Elsevier Science B.V., Amsterdam.
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2010
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| 10 |
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Testing for a Change in Persistence in the Presence of a Volatility Shift:
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Cavaliere, G.; Robert Taylor, A. M.
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Blackwell Publishing Ltd
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2006
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