Franchi, Massimo; Georgiev, Iliyan; Paruolo, Paolo, Estimating the number of common trends in large T and N factor models via canonical correlations analysis, «ECONOMETRICS AND STATISTICS», 2023, online first, pp. 1 - 15 [articolo]Open Access
Matei Demetrescu, Iliyan Georgiev, Paulo Rodrigues, AM Robert Taylor, Extensions to IVX methods of inference for return predictability, «JOURNAL OF ECONOMETRICS», 2023, 237, Article number: 105271, pp. 1 - 30 [articolo]Open Access
Demetrescu, Matei; Georgiev, Iliyan; Rodrigues, Paulo M.M.; Taylor, A.M. Robert, Testing for episodic predictability in stock returns, «JOURNAL OF ECONOMETRICS», 2022, 227, pp. 85 - 113 [articolo]Open Access
Boswijk, H. Peter; Cavaliere, Giuseppe; Georgiev, Iliyan; Rahbek, Anders, Bootstrapping non-stationary stochastic volatility, «JOURNAL OF ECONOMETRICS», 2021, 224, pp. 161 - 180 [articolo]Open Access
Giuseppe Cavaliere; Iliyan Georgiev, Inference under random limit bootstrap measures, «ECONOMETRICA», 2020, 88, pp. 2547 - 2574 [articolo]Open Access
Iliyan, Georgiev; Harvey, David I.; Leybourne, Stephen J.; Robert Taylor, A. M., A Bootstrap Stationarity Test for Predictive Regression Invalidity, «JOURNAL OF BUSINESS & ECONOMIC STATISTICS», 2019, 37, pp. 528 - 541 [articolo]Open Access
Iliyan Georgiev, David I.Harvey, Stephen J.Leybourne, A.M. RobertTaylor, Testing for parameter instability in predictive regression models, «JOURNAL OF ECONOMETRICS», 2018, 204, pp. 101 - 118 [articolo]Open Access
Giuseppe, Cavaliere; Iliyan, Georgiev; A. M. Robert, Taylor, UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS, «ECONOMETRIC THEORY», 2018, 34, pp. 302 - 348 [articolo]Open Access
Georgiev, Iliyan; Rodrigues, Paulo M. M.; Robert Taylor, A. M., Unit Root Tests and Heavy-Tailed Innovations, «JOURNAL OF TIME SERIES ANALYSIS», 2017, 38, pp. 733 - 768 [articolo]
Cavaliere, Giuseppe; Georgiev, Iliyan; Robert Taylor, A.M., Sieve-based inference for infinite-variance linear processes, «ANNALS OF STATISTICS», 2016, 44, pp. 1467 - 1494 [articolo]Open Access
Giuseppe Cavaliere;Iliyan Georgiev, EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS, «ECONOMETRIC THEORY», 2013, 29, pp. 1162 - 1195 [articolo]
G. Cavaliere; I. Georgiev; A.M.R. Taylor, Wild bootstrap of the mean in the infinite variance case, «ECONOMETRIC REVIEWS», 2013, 32, pp. 204 - 219 [articolo]
Georgiev, Iliyan, Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables, «JOURNAL OF ECONOMETRICS», 2010, 158, pp. 37 - 50 [articolo]
Cavaliere G; Georgiev I., Robust inference in autoregressions with multiple outliers, «ECONOMETRIC THEORY», 2009, 25, pp. 1625 - 1661 [articolo]
Georgiev, Iliyan, Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers, «ECONOMETRIC THEORY», 2008, 24, pp. 587 - 615 [articolo]
