Testing for unit roots in autoregressions with multiple level shifts G Cavaliere, I Georgiev Econometric Theory 23 (6), 1162-1215, 2007 | 20 | 2007 |

Sieve-based inference for infinite-variance linear processes G Cavaliere, I Georgiev, AMR Taylor The Annals of Statistics 44 (4), 1467-1494, 2016 | 13 | 2016 |

Wild bootstrap of the sample mean in the infinite variance case G Cavaliere, I Georgiev, AM Robert Taylor Econometric Reviews 32 (2), 204-219, 2013 | 12 | 2013 |

Functional weak limit theory for rare outlying events I Georgiev European University Institute, 2002 | 12 | 2002 |

Testing for parameter instability in predictive regression models I Georgiev, DI Harvey, SJ Leybourne, AMR Taylor Journal of Econometrics 204 (1), 101-118, 2018 | 11 | 2018 |

Robust inference in autoregressions with multiple outliers G Cavaliere, I Georgiev Econometric Theory 25 (6), 1625-1661, 2009 | 11 | 2009 |

Exploiting infinite variance through dummy variables in nonstationary autoregressions G Cavaliere, I Georgiev Econometric Theory, 1162-1195, 2013 | 10 | 2013 |

Unit root inference for non-stationary linear processes driven by infinite variance innovations G Cavaliere, I Georgiev, R Taylor Dipartimento di Scienze Statistiche" Paolo Fortunati", Alma Mater Studiorum …, 2016 | 8 | 2016 |

Inference under random limit bootstrap measures G Cavaliere, I Georgiev arXiv preprint arXiv:1911.12779, 2019 | 7 | 2019 |

A note on unit root testing in the presence of level shifts G Cavaliere, I Georgiev Statistica 66 (1), 4-18, 2007 | 7 | 2007 |

Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers I Georgiev Econometric Theory, 587-615, 2008 | 6 | 2008 |

A factor model for innovational outliers in multivariate time series I Georgiev First Italian Congress of Econometrics and Empirical Economics, Venice …, 2005 | 6 | 2005 |

A bootstrap stationarity test for predictive regression invalidity I Georgiev, DI Harvey, SJ Leybourne, AMR Taylor Journal of Business & Economic Statistics 37 (3), 528-541, 2019 | 5 | 2019 |

Unit Root Tests and Heavy‐Tailed Innovations I Georgiev, PMM Rodrigues, AM Robert Taylor Journal of Time Series Analysis 38 (5), 733-768, 2017 | 3 | 2017 |

Bootstrap inference under random distributional limits G Cavaliere, I Georgiev Research Institute for Econometrics Discussion Paper, 1-17, 2017 | 3 | 2017 |

A mixture‐distribution factor model for multivariate outliers I Georgiev The Econometrics Journal 10 (3), 605-636, 2007 | 3 | 2007 |

Testing for episodic predictability in stock returns M Demetrescu, I Georgiev, PMM Rodrigues, AMR Taylor Journal of Econometrics, 2020 | 2 | 2020 |

Bootstrapping Non-Stationary Stochastic Volatility HP Boswijk, G Cavaliere, I Georgiev, A Rahbek Tinbergen Institute Discussion Paper 2019-083/III, 2019 | 2 | 2019 |

A bootstrap stationarity test for predictive regression invalidity I Georgiev, DI Harvey, SJ Leybourne, AMR Taylor Essex Finance Centre Working Papers, 2015 | 2 | 2015 |

Exploiting infinite variance through dummy variables in an AR model G Cavaliere, I Georgiev Discussion paper, Universidade Nova de Lisboa, 2008 | 2 | 2008 |