Jean-Yves Pitarakis
Names
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Jean-Yves |
| last: |
Pitarakis |
Identifer
Contact
Affiliations
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University of Southampton
/ Economics Division
Research profile
author of:
- A Novel Approach to Predictive Accuracy Testing in Nested Environments (RePEc:arx:papers:2008.08387)
by Jean-Yves Pitarakis - Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates (RePEc:arx:papers:2302.02866)
by Jesus Gonzalo & Jean-Yves Pitarakis - Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test (RePEc:arx:papers:2312.16099)
by Jean-Yves Pitarakis - Lag length estimation in large dimensional systems (RePEc:bla:jtsera:v:23:y:2002:i:4:p:401-423)
by Jesús Gonzalo & Jean‐Yves Pitarakis - Threshold Effects in Cointegrating Relationships (RePEc:bla:obuest:v:68:y:2006:i:s1:p:813-833)
by Jesús Gonzalo & Jean‐Yves Pitarakis - A Simple Approach for Diagnosing Instabilities in Predictive Regressions (RePEc:bla:obuest:v:79:y:2017:i:5:p:851-874)
by Jean-Yves Pitarakis - Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions (RePEc:bla:obuest:v:83:y:2021:i:3:p:713-741)
by Anibal Emiliano Da Silva Neto & Jesús Gonzalo & Jean‐Yves Pitarakis - Model Selection Uncertainty and Detection of Threshold Effects (RePEc:bpj:sndecm:v:10:y:2006:i:1:n:5)
by Pitarakis Jean-Yves - Functional cointegration: definition and nonparametric estimation (RePEc:bpj:sndecm:v:18:y:2014:i:5:p:14:n:5)
by Banerjee Anurag & Pitarakis Jean-Yves - Comovements in Large Systems (RePEc:cor:louvco:1994065)
by GONZALO, Jesus & PITARAKIS, Jean-Yves - On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors (RePEc:cor:louvco:1995034)
by GONZALO , Jesus & PITARAKIS , Jean-Yves - Predictive Regressions (RePEc:cte:werepe:28554)
by Gonzalo, Jesús & Pitarakis, Jean-Yves - Spurious relationships in high dimensional systems with strong or mild persistence (RePEc:cte:werepe:31553)
by Gonzalo, Jesús & Pitarakis, Jean-Yves - Out of sample predictability in predictive regressions with many predictor candidates (RePEc:cte:werepe:31554)
by Gonzalo, Jesús & Pitarakis, Jean-Yves - Uncovering regimes in out of sample forecast errors from predictive regressions (RePEc:cte:werepe:31555)
by Da Silva Neto, Anibal Emiliano & Gonzalo, Jesús & Pitarakis, Jean-Yves - Regime specific predictability in predictive regressions (RePEc:cte:werepe:we097844)
by Gonzalo, Jesús & Pitarakis, Jean-Yves - Estimation and inference in threshold type regime switching models (RePEc:cte:werepe:we1204)
by Gonzalo, Jesús & Pitarakis, Jean-Yves - Threshold effects in cointegrating relationships (RePEc:cte:werepe:we20060621)
by Gonzalo, Jesús & Pitarakis, Jean-Yves - On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors (RePEc:cte:wsrepe:4513)
by Gonzalo, Jesús & Pitarakis, Jean-Yves - Comovements in large systems (RePEc:cte:wsrepe:5825)
by Gonzalo, Jesús & Pitarakis, Jean-Yves - Moment Generating Functions And Further Exact Results For Seasonal Autoregressions (RePEc:cup:etheor:v:14:y:1998:i:06:p:770-782_14)
by Pitarakis, Jean-Yves - Comment on: Threshold Autoregressions With a Unit Root (RePEc:ecm:emetrp:v:76:y:2008:i:5:p:1207-1217)
by Jean-Yves Pitarakis - Least squares estimation and tests of breaks in mean and variance under misspecification (RePEc:ect:emjrnl:v:7:y:2004:i:1:p:32-54)
by Jean-Yves Pitarakis - A joint test for structural stability and a unit root in autoregressions (RePEc:eee:csdana:v:76:y:2014:i:c:p:577-587)
by Pitarakis, Jean-Yves - Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK (RePEc:eee:ecmode:v:16:y:1999:i:2:p:279-291)
by Pitarakis, Jean-Yves & Tridimas, George - Jointly testing linearity and nonstationarity within threshold autoregressions (RePEc:eee:ecolet:v:117:y:2012:i:2:p:411-413)
by Pitarakis, Jean-Yves - Specification via model selection in vector error correction models (RePEc:eee:ecolet:v:60:y:1998:i:3:p:321-328)
by Gonzalo, Jesus & Pitarakis, Jean-Yves - Estimation and model selection based inference in single and multiple threshold models (RePEc:eee:econom:v:110:y:2002:i:2:p:319-352)
by Gonzalo, Jesus & Pitarakis, Jean-Yves - Spurious relationships in high-dimensional systems with strong or mild persistence (RePEc:eee:intfor:v:37:y:2021:i:4:p:1480-1497)
by Gonzalo, Jesús & Pitarakis, Jean-Yves - Out-of-sample predictability in predictive regressions with many predictor candidates (RePEc:eee:intfor:v:40:y:2024:i:3:p:1166-1178)
by Gonzalo, Jesús & Pitarakis, Jean-Yves - On the bias of the OLS estimator in a nonstationary dynamic panel data model (RePEc:eee:stapro:v:38:y:1998:i:2:p:145-150)
by Pitarakis, Jean-Yves - Estimation and inference in threshold type regime switching models (RePEc:elg:eechap:14327_8)
by Jesús Gonzalo & Jean-Yves Pitarakis - On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors (RePEc:ier:iecrev:v:39:y:1998:i:1:p:71-88)
by Gonzalo, Jesus & Pitarakis, Jean-Yves - Joint Dynamics of Legal and Economic Integration in the European Union (RePEc:kap:ejlwec:v:16:y:2003:i:3:p:357-368)
by Jean-Yves Pitarakis & George Tridimas - Joint Detection of Structural Change and Nonstationarity in Autoregressions (RePEc:pra:mprapa:29189)
by Pitarakis, Jean-Yves - Regime Specific Predictability in Predictive Regressions (RePEc:pra:mprapa:29190)
by Gonzalo, Jesus & Pitarakis, Jean-Yves - Jointly testing linearity and nonstationarity within threshold autoregressions (RePEc:pra:mprapa:38845)
by Pitarakis, Jean-Yves - Functional cointegration: definition and nonparametric estimation (RePEc:pra:mprapa:38846)
by Pitarakis, Jean-Yves - The allocation of public consumption expenditure in the UK (RePEc:taf:apeclt:v:5:y:1998:i:3:p:197-200)
by Jean-Yves Pitarakis & George Tridimas - Regime-Specific Predictability in Predictive Regressions (RePEc:taf:jnlbes:v:30:y:2011:i:2:p:229-241)
by Jesús Gonzalo & Jean-Yves Pitarakis - Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model (RePEc:taf:jnlbes:v:35:y:2017:i:2:p:202-217)
by Jesùs Gonzalo & Jean-Yves Pitarakis - Lag Length Estimation in Large Dimensional Systems (RePEc:wpa:wuwpem:0108002)
by Jesus Gonzalo & Jean-Yves Pitarakis - Lag Length Estimation in Large Dimensional Systems (RePEc:wpa:wuwpem:0108003)
by Jesus Gonzalo & Jean-Yves Pitarakis - Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification (RePEc:wpa:wuwpem:0312004)
by Jean-Yves Pitarakis - Model Selection Uncertainty and Detection of Threshold Effecs (RePEc:wpa:wuwpem:0409013)
by Jean-Yves Pitarakis