Research Repository

Items where Author is "Georgiev, I"

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Number of items: 5.

Article

Georgiev, I and Harvey, DI and Leybourne, SJ and Taylor, AMR (2018) 'Testing for parameter instability in predictive regression models.' Journal of Econometrics. ISSN 0304-4076

Georgiev, I and Harvey, DI and Taylor, AMR and Leybourne, SJ (2017) 'A Bootstrap Stationarity Test for Predictive Regression Invalidity.' Journal of Business and Economic Statistics. ISSN 0735-0015

Monograph

Georgiev, I and Harvey, DI and Leybourne, SJ and Taylor, AMR (2018) A Bootstrap Stationarity Test for Predictive Regression Invalidity. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Georgiev, I and Harvey, DI and Leybourne, SJ and Taylor, AM (2018) Testing for Parameter Instability in Predictive Regression Models. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Georgiev, I and Rodrigues, PMM and Taylor, AMR (2017) Unit Root Tests and Heavy-Tailed Innovations. UNSPECIFIED. Essex Finance Centre Working Papers.

This list was generated on Tue Nov 12 12:20:14 2019 GMT.