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  1. Published

    Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models

    Cavaliere, G., Rahbek, Anders & Taylor, A. M. R., 2012, In: Econometrica. 80, 4, p. 1721-1740

    Research output: Contribution to journal › Journal article › Research › peer-review

  2. Published

    On the consistency of bootstrap testing for a parameter on the boundary of the parameter space

    Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, Jul 2017, In: Journal of Time Series Analysis. 38, 4, p. 513–534

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility

    Cavaliere, G., Rahbek, Anders & Taylor, A. M. R., 2008, Department of Economics, University of Copenhagen, 31 p.

    Research output: Working paper › Research

  4. Published

    Testing for co-integration in vector autoregressions with non-stationary volatility

    Cavaliere, G., Rahbek, Anders & Taylor, R. M., 2010, In: Journal of Econometrics. 158, 1, p. 7-24 18 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    An Introduction to Bootstrap Theory in Time Series Econometrics

    Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2021, Oxford Research Encyclopedia of Economics and Finance. Hamilton, J. H., Dixit, A., Edwards, S. & Judd, K. (eds.). Oxford University Press

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

  6. Published

    Bootstrap Sequential Determination of the Co-integration Rank in VAR Models

    Cavaliere, G., Rahbek, Anders & Taylor, A. M. R., 2010, Department of Economics, University of Copenhagen, 19 p.

    Research output: Working paper › Research

  7. Published

    Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling

    Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2020, In: Journal of Business and Economic Statistics. 38, 1, p. 55-67

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. Published

    Bootstrap Inference for Hawkes and General Point Processes

    Cavaliere, G., Lu, Y., Rahbek, Anders & Østergaard, J., 2023, In: Journal of Econometrics. 235, 1, p. 133-165

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. Published

    Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models

    Cavaliere, G., Nielsen, Heino Bohn, Pedersen, Rasmus Søndergaard & Rahbek, Anders, Mar 2022, In: Journal of Econometrics. 227, 1, p. 241-263

    Research output: Contribution to journal › Journal article › Research › peer-review

  10. Published

    Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models

    Cavaliere, G., Nielsen, Heino Bohn, Pedersen, Rasmus Søndergaard & Rahbek, Anders, 5 Dec 2018, 36 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18-10).

    Research output: Working paper › Research

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