Department of Economics

  1. 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 paperResearch

  2. 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 journalJournal articleResearchpeer-review

  3. 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 journalJournal articleResearchpeer-review

  4. Published

    Bootstrap Determination of the Co-integration Rank in VAR Models with Unrestricted Deterministic Components

    Rahbek, Anders, Cavaliere, G. & Taylor, A. M. R., May 2015, In: Journal of Time Series Analysis. 36, 3, p. 272-289 18 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. 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 journalJournal articleResearchpeer-review

  6. Published

    Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models

    Cavaliere , G., Rahbek, Anders & Taylor , A. M. R., 2012, Department of Economics, University of Copenhagen, 26 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 11, Vol. 12).

    Research output: Working paperResearch

  7. Published

    Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models

    Cavaliere , G., Rahbek, Anders & Taylor, A. M. R., 2014, In: Econometric Reviews. 33, 5–6, p. 606–650

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Book review: E. Shafir (ed.), Preference, Belief, and Similarity: Selected Writings by Amos Tversky, MIT Press, 2004

    Tyran, Jean-Robert Karl, 2007, In: Journal of Socio-Economics. 36, 4, p. 675-676

    Research output: Contribution to journalLiterature reviewResearch

  9. Published
  10. Published