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Iliyan Georgiev


Former affiliation
  • 58 Citations
  • 5 h-Index

Research output per year

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Personal profile

Research interests

Iliyan Georgiev is Associate Professor of Econometrics at Nova School of Business and Economics. He received his PhD from the European University Institute in Florence. His academic research has theoretical focus and is concentrated on inference for time series exhibiting non-stationarity; it has lead to publications in journals like Econometric Theory, the Journal of Econometrics, the Econometrics Journal. Currently Georgiev is involved in a project on inference for infinite-variance data, exploiting both the asymptotic approach and the bootstrap.

Prior to his PhD, he worked on applied and policy issues at the governmental Agency for Economic Analysis and Forecasting in Bulgaria.

Georgiev teaches Mathematics and Econometrics in the Research Masters program of Nova.

Current research interests include: Non-stationary time series, infinite-variance time series, bootstrap inference.

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Research Output at NOVA

  • 58 Citations
  • 5 h-Index
  • 10 Article

Unit root tests and heavy-tailed innovations

Georgiev, I., Rodrigues, P. M. M. & Robert Taylor, A. M., Sep 2017, In : Journal Of Time Series Analysis. 38, 5, p. 733-768

Research output: Contribution to journalArticle

  • Sieve-based inference for infinite-variance linear processes

    Cavaliere, G., Georgiev, I. & Robert Taylor, A. M., 2016, In : Annals of Statistics. 44, 4, p. 1467-1494 28 p.

    Research output: Contribution to journalArticle

    Open Access
  • 9 Citations (Scopus)

    Exploiting infinite variance through dummy variables in nonstationary autoregressions

    Cavaliere, G. & Georgiev, I., 1 Dec 2013, In : Econometric Theory. 29, 6, p. 1162-1195 34 p.

    Research output: Contribution to journalArticle

  • 5 Citations (Scopus)

    Wild bootstrap of the sample mean in the infinite variance case

    Cavaliere, G., Georgiev, I. & Taylor, A. M. R., 1 Jan 2013, In : Econometric Reviews. 32, 2, p. 204-219

    Research output: Contribution to journalArticle

    Open Access
  • 7 Citations (Scopus)
    Open Access