GEORGIEV, ILIYAN VLADIMIROV

GEORGIEV, ILIYAN VLADIMIROV  

DIPARTIMENTO DI SCIENZE ECONOMICHE  

Docenti di ruolo di IIa fascia  

Iliyan Georgiev  

Mostra records
Risultati 1 - 20 di 20 (tempo di esecuzione: 0.021 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
A Bootstrap Stationarity Test for Predictive Regression Invalidity Iliyan, Georgiev; Harvey, David I.; Leybourne, Stephen J.; Robert Taylor, A. M. 2019-01-01 JOURNAL OF BUSINESS & ECONOMIC STATISTICS - 1.01 Articolo in rivista GHLT (2019) A Bootstrap Stationarity Test for Predictive Regression Invalidity.pdf
A mixture-distribution factor model for multivariate outliers Georgiev, Iliyan 2007-01-01 ECONOMETRICS JOURNAL - 1.01 Articolo in rivista -
A note of unit root testing in the presence of level shifts Cavaliere G; Georgiev I. 2006-01-01 STATISTICA - 1.01 Articolo in rivista A note of unit root testing.pdf
Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers Georgiev, Iliyan 2008-01-01 ECONOMETRIC THEORY - 1.01 Articolo in rivista -
Bootstrapping non-stationary stochastic volatility Boswijk, H. Peter; Cavaliere, Giuseppe; Georgiev, Iliyan; Rahbek, Anders 2021-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista MS2019489-postprint.pdfMS2019489 Supplementary Material.pdf
EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS Giuseppe Cavaliere;Iliyan Georgiev 2013-01-01 ECONOMETRIC THEORY - 1.01 Articolo in rivista -
Extensions to IVX methods of inference for return predictability Matei Demetrescu, Iliyan Georgiev, Paulo Rodrigues, AM Robert Taylor 9999-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista -
Inference under random limit bootstrap measures Giuseppe Cavaliere; Iliyan Georgiev 2020-01-01 ECONOMETRICA - 1.01 Articolo in rivista ECTA16557.pdfECTA16557SUPP.pdf
Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables Georgiev, Iliyan 2010-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista -
Regime-switching autoregressive coefficients and the asymptotics for unit root tests Cavaliere G.; Georgiev I. 2008-01-01 ECONOMETRIC THEORY - 1.01 Articolo in rivista -
Robust inference in autoregressions with multiple outliers Cavaliere G; Georgiev I. 2009-01-01 ECONOMETRIC THEORY - 1.01 Articolo in rivista -
Robust inference in autoregressions with multiple outliers Cavaliere G.; Georgiev I. 2007-01-01 - s.n 4.01 Contributo in Atti di convegno -
Sieve-based inference for infinite-variance linear processes Cavaliere, Giuseppe; Georgiev, Iliyan; Robert Taylor, A.M. 2016-01-01 ANNALS OF STATISTICS - 1.01 Articolo in rivista Cavaliere-Georgiev-Taylor (2016) AoS.pdf
Testing for a unit root in autoregressions with multiple level shifts Cavaliere G.; Georgiev I. 2006-01-01 - s.n 4.01 Contributo in Atti di convegno -
Testing for episodic predictability in stock returns Demetrescu, Matei; Georgiev, Iliyan; Rodrigues, Paulo M.M.; Taylor, A.M. Robert 2022-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista 2022 JE Testing for episodic predictability in stock returns.pdf
Testing for parameter instability in predictive regression models Iliyan Georgiev, David I.Harvey, Stephen J.Leybourne, A.M. RobertTaylor 2018-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista GHLT (2018) JoE.pdf
Testing for unit roots in autoregressions with multiple level shifts Cavaliere G; Georgiev I 2007-01-01 ECONOMETRIC THEORY - 1.01 Articolo in rivista -
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS Giuseppe, Cavaliere; Iliyan, Georgiev; A. M. Robert, Taylor 2018-01-01 ECONOMETRIC THEORY - 1.01 Articolo in rivista Unit root post print.pdf
Unit Root Tests and Heavy-Tailed Innovations Georgiev, Iliyan; Rodrigues, Paulo M. M.; Robert Taylor, A. M. 2017-01-01 JOURNAL OF TIME SERIES ANALYSIS - 1.01 Articolo in rivista -
Wild bootstrap of the mean in the infinite variance case G. Cavaliere; I. Georgiev; A.M.R. Taylor 2013-01-01 ECONOMETRIC REVIEWS - 1.01 Articolo in rivista -