Foto del docente

Iliyan Georgiev

Associate Professor

Department of Economics

Academic discipline: ECON-05/A Econometrics

Publications

Georgiev, Iliyan, Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers, «ECONOMETRIC THEORY», 2008, 24, pp. 587 - 615 [Scientific article]

Cavaliere G.; Georgiev I., Regime-switching autoregressive coefficients and the asymptotics for unit root tests, «ECONOMETRIC THEORY», 2008, 24, pp. 1137 - 1148 [Scientific article]

Georgiev, Iliyan, A mixture-distribution factor model for multivariate outliers, «ECONOMETRICS JOURNAL», 2007, 10, pp. 605 - 636 [Scientific article]

Cavaliere G; Georgiev I, Testing for unit roots in autoregressions with multiple level shifts, «ECONOMETRIC THEORY», 2007, 23, pp. 1162 - 1215 [Scientific article]

Cavaliere G; Georgiev I., A note of unit root testing in the presence of level shifts, «STATISTICA», 2006, LXVI, pp. 3 - 17 [Scientific article]Open Access