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Iliyan Georgiev

Professore associato

Dipartimento di Scienze Economiche

Settore scientifico disciplinare: SECS-P/05 ECONOMETRIA

Pubblicazioni

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]

Cavaliere, Giuseppe; Georgiev, ILIYAN VLADIMIROV; Taylor, A. M. Robert, UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS, «ECONOMETRIC THEORY», 2018, 34, pp. 302 - 348 [articolo]

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», 2017, N/A, pp. N/A - N/A [articolo]

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]

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]

Cavaliere G.; Georgiev I., Regime-switching autoregressive coefficients and the asymptotics for unit root tests, «ECONOMETRIC THEORY», 2008, 24, pp. 1137 - 1148 [articolo]

Georgiev, Iliyan, A mixture-distribution factor model for multivariate outliers, «ECONOMETRICS JOURNAL», 2007, 10, pp. 605 - 636 [articolo]

Cavaliere G; Georgiev I, Testing for unit roots in autoregressions with multiple level shifts, «ECONOMETRIC THEORY», 2007, 23, pp. 1162 - 1215 [articolo]

Cavaliere G; Georgiev I., A note of unit root testing in the presence of level shifts, «STATISTICA», 2006, LXVI, pp. 3 - 17 [articolo]