Access Statistics for Jean-Yves Pitarakis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Novel Approach to Predictive Accuracy Testing in Nested Environments 0 0 0 84 0 0 1 29
Comovements in Large Systems 0 0 0 16 0 0 1 43
Comovements in large systems 0 0 0 3 0 0 1 29
Detecting Sparse Cointegration 4 7 17 17 4 10 21 21
Detecting sparse cointegration 0 1 18 18 0 6 20 20
Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test 0 0 1 11 2 2 5 15
Estimation and inference in threshold type regime switching models 0 0 0 122 0 1 2 178
Functional cointegration: definition and nonparametric estimation 0 0 0 77 0 0 2 157
Joint Detection of Structural Change and Nonstationarity in Autoregressions 0 0 0 71 0 1 1 78
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 45 0 0 0 88
Lag Length Estimation in Large Dimensional Systems 0 1 3 236 0 1 3 665
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 0 0 0 233
Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification 0 0 0 314 0 0 0 1,077
Model Selection Uncertainty and Detection of Threshold Effecs 0 0 1 274 1 1 2 719
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 1 9 0 0 1 139
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 0 2 1 1 1 12
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 0 1 16 67 1 3 21 54
Out of sample predictability in predictive regressions with many predictor candidates 0 1 9 130 0 3 15 138
Predictive Regressions 0 1 3 170 0 1 4 215
Regime Specific Predictability in Predictive Regressions 0 0 0 36 0 0 0 84
Regime specific predictability in predictive regressions 0 0 0 36 0 0 0 138
Serial-Dependence and Persistence Robust Inference in Predictive Regressions 0 0 10 10 0 0 2 2
Spurious relationships in high dimensional systems with strong or mild persistence 0 1 2 105 0 1 4 111
Threshold effects in cointegrating relationships 0 0 0 147 0 0 2 328
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 1 84 0 0 3 95
Total Working Papers 4 13 82 2,187 9 31 112 4,668

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Approach for Diagnosing Instabilities in Predictive Regressions 0 0 0 3 2 2 3 28
A joint test for structural stability and a unit root in autoregressions 0 0 0 5 0 0 1 38
Comment on: Threshold Autoregressions With a Unit Root 0 0 0 61 1 1 2 204
Estimation and model selection based inference in single and multiple threshold models 0 0 0 266 0 1 3 615
Functional cointegration: definition and nonparametric estimation 0 0 0 14 0 0 0 77
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 0 8 1 1 2 40
Joint Dynamics of Legal and Economic Integration in the European Union 0 0 0 25 0 0 1 89
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 8 0 0 1 71
Lag length estimation in large dimensional systems 0 0 0 2 0 0 0 11
Least squares estimation and tests of breaks in mean and variance under misspecification 0 0 0 155 0 0 0 1,056
MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS 0 0 0 3 0 0 1 37
Model Selection Uncertainty and Detection of Threshold Effects 0 0 0 91 0 2 3 301
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 1 1 1 211
On the bias of the OLS estimator in a nonstationary dynamic panel data model 0 0 0 29 0 0 0 94
Out-of-sample predictability in predictive regressions with many predictor candidates 0 0 5 6 0 0 9 11
Regime-Specific Predictability in Predictive Regressions 0 0 0 25 0 1 2 64
Specification via model selection in vector error correction models 0 0 0 73 1 1 4 273
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 0 10 0 0 2 16
The allocation of public consumption expenditure in the UK 0 0 0 31 0 1 3 163
Threshold Effects in Cointegrating Relationships* 0 1 1 125 0 3 3 827
Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK 0 0 0 38 2 2 3 136
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 0 0 7 0 0 1 18
Total Journal Articles 0 1 6 986 8 16 45 4,380

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimation and inference in threshold type regime switching models 0 0 0 17 0 0 2 56
Total Chapters 0 0 0 17 0 0 2 56

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Statistics updated 2025-08-05