Iliyan Vladimirov Georgiev


AuthID: R-000-63K

Confirmed Publications: 8



1
TITLE: EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS
AUTHORS: Giuseppe Cavaliere; Iliyan Georgiev ;
PUBLISHED: 2013, SOURCE: ECONOMETRIC THEORY, VOLUME: 29, ISSUE: 6
INDEXED IN: Scopus WOS CrossRef
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2
TITLE: WILD BOOTSTRAP OF THE SAMPLE MEAN IN THE INFINITE VARIANCE CASE  Full Text
AUTHORS: Giuseppe Cavaliere; Iliyan Georgiev ; Robert M R Taylor;
PUBLISHED: 2013, SOURCE: ECONOMETRIC REVIEWS, VOLUME: 32, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef
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3
TITLE: Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables  Full Text
AUTHORS: Iliyan Georgiev ;
PUBLISHED: 2010, SOURCE: JOURNAL OF ECONOMETRICS, VOLUME: 158, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef
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4
TITLE: ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS
AUTHORS: Giuseppe Cavaliere; Iliyan Georgiev ;
PUBLISHED: 2009, SOURCE: ECONOMETRIC THEORY, VOLUME: 25, ISSUE: 6
INDEXED IN: Scopus WOS CrossRef
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5
TITLE: Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers
AUTHORS: Iliyan Georgiev ;
PUBLISHED: 2008, SOURCE: ECONOMETRIC THEORY, VOLUME: 24, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef
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6
TITLE: Regime-switching autoregressive coefficients and the asymptotics for unit root tests
AUTHORS: Giuseppe Cavaliere; Iliyan Georgiev ;
PUBLISHED: 2008, SOURCE: ECONOMETRIC THEORY, VOLUME: 24, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef
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7
TITLE: A mixture-distribution factor model for multivariate outliers  Full Text
AUTHORS: Iliyan Georgiev ;
PUBLISHED: 2007, SOURCE: ECONOMETRICS JOURNAL, VOLUME: 10, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef
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8
TITLE: Testing for unit roots in autoregressions with multiple level shifts
AUTHORS: Giuseppe Cavaliere; Iliyan Georgiev ;
PUBLISHED: 2007, SOURCE: ECONOMETRIC THEORY, VOLUME: 23, ISSUE: 6
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID

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