Iliyan Georgiev
Iliyan Georgiev
Verified email at unibo.it
Title
Cited by
Cited by
Year
Testing for unit roots in autoregressions with multiple level shifts
G Cavaliere, I Georgiev
Econometric Theory 23 (6), 1162-1215, 2007
202007
Sieve-based inference for infinite-variance linear processes
G Cavaliere, I Georgiev, AMR Taylor
The Annals of Statistics 44 (4), 1467-1494, 2016
132016
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
122013
Functional weak limit theory for rare outlying events
I Georgiev
European University Institute, 2002
122002
Testing for parameter instability in predictive regression models
I Georgiev, DI Harvey, SJ Leybourne, AMR Taylor
Journal of Econometrics 204 (1), 101-118, 2018
112018
Robust inference in autoregressions with multiple outliers
G Cavaliere, I Georgiev
Econometric Theory 25 (6), 1625-1661, 2009
112009
Exploiting infinite variance through dummy variables in nonstationary autoregressions
G Cavaliere, I Georgiev
Econometric Theory, 1162-1195, 2013
102013
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
82016
Inference under random limit bootstrap measures
G Cavaliere, I Georgiev
arXiv preprint arXiv:1911.12779, 2019
72019
A note on unit root testing in the presence of level shifts
G Cavaliere, I Georgiev
Statistica 66 (1), 4-18, 2007
72007
Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers
I Georgiev
Econometric Theory, 587-615, 2008
62008
A factor model for innovational outliers in multivariate time series
I Georgiev
First Italian Congress of Econometrics and Empirical Economics, Venice …, 2005
62005
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
52019
Unit Root Tests and Heavy‐Tailed Innovations
I Georgiev, PMM Rodrigues, AM Robert Taylor
Journal of Time Series Analysis 38 (5), 733-768, 2017
32017
Bootstrap inference under random distributional limits
G Cavaliere, I Georgiev
Research Institute for Econometrics Discussion Paper, 1-17, 2017
32017
A mixture‐distribution factor model for multivariate outliers
I Georgiev
The Econometrics Journal 10 (3), 605-636, 2007
32007
Testing for episodic predictability in stock returns
M Demetrescu, I Georgiev, PMM Rodrigues, AMR Taylor
Journal of Econometrics, 2020
22020
Bootstrapping Non-Stationary Stochastic Volatility
HP Boswijk, G Cavaliere, I Georgiev, A Rahbek
Tinbergen Institute Discussion Paper 2019-083/III, 2019
22019
A bootstrap stationarity test for predictive regression invalidity
I Georgiev, DI Harvey, SJ Leybourne, AMR Taylor
Essex Finance Centre Working Papers, 2015
22015
Exploiting infinite variance through dummy variables in an AR model
G Cavaliere, I Georgiev
Discussion paper, Universidade Nova de Lisboa, 2008
22008
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Articles 1–20