Iliyan Georgiev

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A Bootstrap Stationarity Test for Predictive Regression Invalidity Journal of Business and Economic Statistics	2024-11-08	Paper
Extensions to IVX methods of inference for return predictability Journal of Econometrics	2023-11-17	Paper
Wild bootstrap of the sample mean in the infinite variance case Econometric Reviews	2022-05-31	Paper
Testing for episodic predictability in stock returns Journal of Econometrics	2022-03-16	Paper
Bootstrapping non-stationary stochastic volatility Journal of Econometrics	2021-07-30	Paper
Inference under random limit bootstrap measures Econometrica	2021-06-07	Paper
Unit root inference for non-stationary linear processes driven by infinite variance innovations Econometric Theory	2018-04-25	Paper
Unifying points, beams, and paths in volumetric light transport simulation ACM Transactions on Graphics	2018-04-23	Paper
Testing for parameter instability in predictive regression models Journal of Econometrics	2018-04-18	Paper
Unit root tests and heavy-tailed innovations Journal of Time Series Analysis	2017-09-18	Paper
Sieve-based inference for infinite-variance linear processes The Annals of Statistics	2016-09-07	Paper
Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables Journal of Econometrics	2016-08-04	Paper
Exploiting infinite variance through dummy variables in nonstationary autoregressions Econometric Theory	2014-06-23	Paper
Testing for unit roots in autoregressions with multiple level shifts Econometric Theory	2012-05-14	Paper
A note on unit root testing in the presence of level shifts	2010-06-03	Paper
Robust inference in autoregressions with multiple outliers Econometric Theory	2009-12-15	Paper
ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS Econometric Theory	2009-06-11	Paper
REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS Econometric Theory	2009-06-11	Paper
A mixture‐distribution factor model for multivariate outliers Econometrics Journal	2008-01-09	Paper

Research outcomes over time

This page was built for person: Iliyan Georgiev