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 83 83 0 2 21 21
Comovements in Large Systems 0 2 2 15 0 2 5 39
Comovements in large systems 0 0 0 1 1 2 5 18
Estimation and inference in threshold type regime switching models 0 1 1 118 0 2 6 164
Functional cointegration: definition and nonparametric estimation 1 1 1 76 1 2 5 153
Joint Detection of Structural Change and Nonstationarity in Autoregressions 0 0 0 71 0 0 3 76
Jointly testing linearity and nonstationarity within threshold autoregressions 1 1 1 42 2 2 3 83
Lag Length Estimation in Large Dimensional Systems 0 0 0 230 0 1 4 653
Lag Length Estimation in Large Dimensional Systems 1 1 2 102 1 1 5 230
Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification 0 0 0 312 0 3 7 1,066
Model Selection Uncertainty and Detection of Threshold Effecs 0 0 1 269 1 2 5 702
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 8 0 1 1 137
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 0 1 0 2 2 10
Out of sample predictability in predictive regressions with many predictor candidates 1 6 56 56 2 11 30 30
Predictive Regressions 1 7 33 107 2 14 54 118
Regime Specific Predictability in Predictive Regressions 0 0 0 33 0 0 3 75
Regime specific predictability in predictive regressions 0 0 0 34 0 1 4 129
Spurious relationships in high dimensional systems with strong or mild persistence 2 8 32 32 4 13 21 21
Threshold effects in cointegrating relationships 0 0 0 145 0 0 2 312
Uncovering regimes in out of sample forecast errors from predictive regressions 0 5 39 39 5 16 29 29
Total Working Papers 7 32 251 1,774 19 77 215 4,066


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 0 0 1 22
A joint test for structural stability and a unit root in autoregressions 0 0 0 5 0 1 2 35
Comment on: Threshold Autoregressions With a Unit Root 0 0 0 61 0 0 5 200
Estimation and model selection based inference in single and multiple threshold models 2 3 6 242 6 7 17 556
Functional cointegration: definition and nonparametric estimation 0 0 0 14 0 0 5 71
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 1 8 0 0 2 32
Joint Dynamics of Legal and Economic Integration in the European Union 0 0 0 21 0 0 0 82
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 8 0 0 0 68
Lag length estimation in large dimensional systems 0 0 0 1 0 0 1 7
Least squares estimation and tests of breaks in mean and variance under misspecification 0 0 0 155 0 0 2 1,049
MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS 0 0 0 3 0 0 1 36
Model Selection Uncertainty and Detection of Threshold Effects 0 0 2 89 0 0 3 287
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 0 0 0 209
On the bias of the OLS estimator in a nonstationary dynamic panel data model 0 0 0 29 0 1 2 92
Regime-Specific Predictability in Predictive Regressions 0 0 0 23 0 0 1 56
Specification via model selection in vector error correction models 0 0 0 72 1 1 4 262
The allocation of public consumption expenditure in the UK 0 0 0 31 0 0 2 160
Threshold Effects in Cointegrating Relationships* 0 0 2 121 0 1 31 811
Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK 0 0 1 38 0 0 1 132
Total Journal Articles 2 3 12 925 7 11 80 4,167


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 13 0 0 6 45
Total Chapters 0 0 1 13 0 0 6 45


Statistics updated 2021-05-05