Iliyan Georgiev

Iliyan Georgiev

Università di Bologna - Bologna / Italy
Economics & Econometrics / Economics
AD Scientific Index ID: 5964663
University of Bologna
person_outline Iliyan Georgiev's MOST POPULAR ARTICLES
1-) Testing for parameter instability in predictive regression modelsI Georgiev, DI Harvey, SJ Leybourne, AMR TaylorJournal of Econometrics 204 (1), 101-118, 2018492018
2-) Testing for episodic predictability in stock returnsM Demetrescu, I Georgiev, PMM Rodrigues, AMR TaylorJournal of Econometrics 227 (1), 85-113, 2022402022
3-) Inference under random limit bootstrap measuresG Cavaliere, I GeorgievEconometrica 88 (6), 2547-2574, 2020262020
4-) Unit root inference for non-stationary linear processes driven by infinite variance innovationsG Cavaliere, I Georgiev, AMR TaylorEconometric Theory 34 (2), 302-348, 2018242018
5-) Testing for unit roots in autoregressions with multiple level shiftsG Cavaliere, I GeorgievEconometric Theory 23 (6), 1162-1215, 2007222007