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 simple approach for diagnosing instabilities in predictive regressions 0 0 0 29 3 3 3 34
Comovements in Large Systems 1 2 4 13 1 3 6 34
Comovements in large systems 0 0 1 1 2 3 5 12
Estimation and inference in threshold type regime switching models 1 1 6 116 1 3 11 152
Functional cointegration: definition and nonparametric estimation 0 0 0 75 1 1 4 144
Inferring the predictability induced by a persistent regressor in a predictive threshold model 0 0 3 26 1 1 6 52
Joint Detection of Structural Change and Nonstationarity in Autoregressions 0 0 0 71 0 0 0 70
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 41 0 1 1 76
Lag Length Estimation in Large Dimensional Systems 0 0 0 228 0 3 10 645
Lag Length Estimation in Large Dimensional Systems 0 0 0 100 0 0 0 224
Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification 0 0 0 312 1 3 8 1,051
Model Selection Uncertainty and Detection of Threshold Effecs 0 0 0 268 1 2 8 690
Model selection uncertainty and detection of threshold effects 0 0 0 0 0 0 1 3
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 8 1 1 1 134
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 0 1 0 0 0 4
Piecewise local linear estimation of functional equilibrium relationships 0 0 0 0 0 0 0 42
Predictive Regressions 7 46 46 46 10 26 26 26
Regime Specific Predictability in Predictive Regressions 0 0 0 33 1 2 4 68
Regime specific predictability in predictive regressions 0 0 0 33 1 1 5 117
Threshold effects in cointegrating relationships 0 0 1 144 1 2 5 303
Uncovering regimes in out of sample forecast errors 0 0 0 0 3 3 17 20
Total Working Papers 9 49 61 1,545 28 58 121 3,901


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 2 0 2 7 18
A joint test for structural stability and a unit root in autoregressions 0 0 0 5 0 0 1 28
Comment on: Threshold Autoregressions With a Unit Root 0 0 5 61 1 2 10 188
Estimation and model selection based inference in single and multiple threshold models 1 4 10 232 2 7 21 527
Functional cointegration: definition and nonparametric estimation 0 0 1 12 3 4 8 59
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 4 6 0 2 12 27
Joint Dynamics of Legal and Economic Integration in the European Union 0 0 0 20 0 0 1 79
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 8 0 0 0 66
Lag length estimation in large dimensional systems 0 0 1 1 0 2 3 3
Least squares estimation and tests of breaks in mean and variance under misspecification 0 0 0 155 0 1 1 1,042
MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS 0 0 0 3 1 1 1 35
Model Selection Uncertainty and Detection of Threshold Effects 0 0 0 87 2 3 4 281
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 1 1 2 209
On the bias of the OLS estimator in a nonstationary dynamic panel data model 0 0 1 29 0 0 1 88
Regime-Specific Predictability in Predictive Regressions 0 1 1 23 0 2 4 53
Specification via model selection in vector error correction models 0 0 0 72 0 0 5 258
The allocation of public consumption expenditure in the UK 0 0 0 31 0 0 0 156
Threshold Effects in Cointegrating Relationships* 0 0 0 119 5 23 97 739
Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK 0 0 0 37 0 0 1 128
Total Journal Articles 1 5 23 904 15 50 179 3,984


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 12 1 1 3 31
Total Chapters 0 0 0 12 1 1 3 31


Statistics updated 2019-10-05