Giuseppe Cavaliere

Economics and Econometrics · 2005–2014

A researcher in the Science corpus: 13 papers; trusts 52 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 99 citations into it; #2,176 of 23,481 by trust here, #4,632 by citations
• Finance — 81 citations into it; #2,287 of 10,518 by trust here, #3,280 by citations
• Statistics and Probability — 51 citations into it; #11,695 of 12,932 by trust here, #11,487 by citations
• Control and Systems Engineering — 5 citations into it

Whom Giuseppe Cavaliere trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Joon Y. Park
2. B. Hansen
3. Yoosoon Chang
4. Alan M. Taylor
5. Søren Johansen
6. Serena Ng
7. Donald W. K. Andrews
8. Valentina Corradi
9. S. Leybourne
10. Jae-Young Kim

Who trusts Giuseppe Cavaliere overall

1. Alan M. Taylor
2. Matei Demetrescu
3. J. Breitung
4. David I. Harvey
5. Ke-Li Xu
6. Anders Rahbek
7. Robert J. Taylor
8. R. Giacomini
9. Fang Xu
10. Peter C. B. Phillips

Papers from Giuseppe Cavaliere's perspective

Ordered by how strongly the researchers Giuseppe Cavaliere trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
3. Tests for Parameter Instability and Structural Change with Unknown Change Point
4. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
5. Testing for structural change in conditional models
6. A Sieve Bootstrap For The Test Of A Unit Root
7. Bootstrap Unit Root Tests
8. Detection of change in persistence of a linear time series
9. AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES (Econometric Theory)
10. CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES (Econometric Theory)

Their papers

• Testing for unit roots in time series models with non-stationary volatility (2007) — 173 citations
• Unit Root Tests under Time-Varying Variances (2005) — 155 citations
• HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (2009) — 85 citations
• Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models (2012) — 103 citations
• COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (2010) — 92 citations
• BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (2007) — 153 citations
• STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS (2005) — 48 citations
• Time‐Transformed Unit Root Tests for Models with Non‐Stationary Volatility (2008) — 63 citations
• Testing for a change in persistence in the presence of non-stationary volatility☆ (2008) — 51 citations
• Testing for unit roots in bounded time series (2014) — 114 citations
• Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models (2014) — 47 citations
• Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility (2010) — 133 citations
• LIMITED TIME SERIES WITH A UNIT ROOT (2005) — 126 citations