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 1 1 85 0 1 3 32
Comovements in Large Systems 0 0 0 16 0 8 12 55
Comovements in large systems 0 0 2 5 0 6 13 42
Detecting Sparse Cointegration 2 3 20 27 3 9 32 39
Detecting sparse cointegration 0 1 3 20 1 5 16 30
Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test 0 0 0 11 1 9 16 29
Estimation and inference in threshold type regime switching models 1 2 2 124 2 9 15 192
Functional cointegration: definition and nonparametric estimation 0 0 1 78 0 2 7 163
Joint Detection of Structural Change and Nonstationarity in Autoregressions 0 0 0 71 0 1 7 84
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 45 0 3 5 93
Lag Length Estimation in Large Dimensional Systems 0 0 2 237 1 2 8 672
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 1 5 14 247
Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification 0 0 0 314 0 3 3 1,080
Model Selection Uncertainty and Detection of Threshold Effecs 0 0 0 274 1 8 11 729
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 9 0 5 6 145
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 1 1 1 3 1 5 8 19
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 1 2 8 73 1 11 21 71
Out of sample predictability in predictive regressions with many predictor candidates 0 0 2 131 2 12 20 155
Predictive Regressions 2 3 5 174 4 11 18 232
Regime Specific Predictability in Predictive Regressions 0 0 0 36 0 3 5 89
Regime specific predictability in predictive regressions 0 0 0 36 1 5 7 145
Serial-Dependence and Persistence Robust Inference in Predictive Regressions 0 0 1 10 0 1 4 5
Spurious relationships in high dimensional systems with strong or mild persistence 1 1 2 106 1 1 5 115
Threshold effects in cointegrating relationships 0 0 0 147 4 15 23 351
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 0 84 2 6 12 107
Total Working Papers 8 14 50 2,219 26 146 291 4,921

Journal Article 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 1 1 1 0 26 33 33
A Simple Approach for Diagnosing Instabilities in Predictive Regressions 0 0 0 3 0 2 4 30
A joint test for structural stability and a unit root in autoregressions 0 0 0 5 0 3 7 45
Comment on: Threshold Autoregressions With a Unit Root 0 0 0 61 2 4 9 212
Estimation and model selection based inference in single and multiple threshold models 0 1 2 268 0 6 12 626
Functional cointegration: definition and nonparametric estimation 0 0 0 14 2 8 9 86
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 1 1 9 0 5 8 47
Joint Dynamics of Legal and Economic Integration in the European Union 0 0 0 25 1 2 4 93
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 8 1 8 12 83
Lag length estimation in large dimensional systems 0 0 0 2 2 8 15 26
Least squares estimation and tests of breaks in mean and variance under misspecification 0 0 0 155 3 9 10 1,066
MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS 0 0 0 3 0 3 3 40
Model Selection Uncertainty and Detection of Threshold Effects 0 0 0 91 3 10 13 312
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 0 4 10 220
On the bias of the OLS estimator in a nonstationary dynamic panel data model 0 0 0 29 0 0 2 96
Out-of-sample predictability in predictive regressions with many predictor candidates 1 3 3 9 1 10 13 24
Regime-Specific Predictability in Predictive Regressions 0 1 1 26 0 5 8 71
Specification via model selection in vector error correction models 0 1 1 74 1 4 9 280
Spurious relationships in high-dimensional systems with strong or mild persistence 0 1 1 11 2 8 11 27
The allocation of public consumption expenditure in the UK 0 0 0 31 0 4 5 167
Threshold Effects in Cointegrating Relationships* 0 1 3 127 1 10 22 846
Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK 0 0 0 38 1 2 5 139
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 1 1 8 0 5 6 24
Total Journal Articles 1 11 14 999 20 146 230 4,593

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 1 18 1 5 11 67
Total Chapters 0 0 1 18 1 5 11 67

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Statistics updated 2026-04-09