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Items where Author is "Cavaliere, G"

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Article

Cavaliere, G and Rahbek, A and Taylor, AMR (2012) 'Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models.' Econometrica, 80 (4). pp. 1721-1740. ISSN 0012-9682

Monograph

Cavaliere, G and De Angelis, L and Rahbek, A and Taylor, AMR (2016) Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order. UNSPECIFIED. Essex Finance Centre Working Papers.

This list was generated on Mon Aug 15 20:38:09 2022 BST.