GEORGIEV, ILIYAN VLADIMIROV
GEORGIEV, ILIYAN VLADIMIROV
DIPARTIMENTO DI SCIENZE ECONOMICHE
Docenti di ruolo di IIa fascia
Iliyan Georgiev
Estimating the number of common trends in large T and N factor models via canonical correlations analysis
2023 Franchi, Massimo; Georgiev, Iliyan; Paruolo, Paolo
Extensions to IVX methods of inference for return predictability
2023 Matei Demetrescu, Iliyan Georgiev, Paulo Rodrigues, AM Robert Taylor
Testing for episodic predictability in stock returns
2022 Demetrescu, Matei; Georgiev, Iliyan; Rodrigues, Paulo M. M.; Taylor, A. M. Robert
Bootstrapping non-stationary stochastic volatility
2021 Boswijk, H. Peter; Cavaliere, Giuseppe; Georgiev, Iliyan; Rahbek, Anders
Inference under random limit bootstrap measures
2020 Giuseppe Cavaliere; Iliyan Georgiev
A Bootstrap Stationarity Test for Predictive Regression Invalidity
2019 Iliyan, Georgiev; Harvey, David I.; Leybourne, Stephen J.; Robert Taylor, A. M.
Testing for parameter instability in predictive regression models
2018 Iliyan Georgiev, David I.Harvey, Stephen J.Leybourne, A.M. RobertTaylor
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS
2018 Giuseppe, Cavaliere; Iliyan, Georgiev; A. M. Robert, Taylor
Unit Root Tests and Heavy-Tailed Innovations
2017 Georgiev, Iliyan; Rodrigues, Paulo M. M.; Robert Taylor, A. M.
Sieve-based inference for infinite-variance linear processes
2016 Cavaliere, Giuseppe; Georgiev, Iliyan; Robert Taylor, A.M.
EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS
2013 Giuseppe Cavaliere;Iliyan Georgiev
Wild bootstrap of the mean in the infinite variance case
2013 G. Cavaliere; I. Georgiev; A.M.R. Taylor
Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables
2010 Georgiev, Iliyan
Robust inference in autoregressions with multiple outliers
2009 Cavaliere G; Georgiev I.
Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers
2008 Georgiev, Iliyan
Regime-switching autoregressive coefficients and the asymptotics for unit root tests
2008 Cavaliere G.; Georgiev I.
A mixture-distribution factor model for multivariate outliers
2007 Georgiev, Iliyan
Robust inference in autoregressions with multiple outliers
2007 Cavaliere G.; Georgiev I.
Testing for unit roots in autoregressions with multiple level shifts
2007 Cavaliere G; Georgiev I
A note of unit root testing in the presence of level shifts
2006 Cavaliere G; Georgiev I.