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
Comovements in Large Systems 0 0 3 11 0 0 5 31
Comovements in large systems 0 0 1 1 1 1 2 9
Estimation and inference in threshold type regime switching models 1 3 6 115 2 4 10 149
Functional cointegration: definition and nonparametric estimation 0 0 1 75 0 1 5 143
Joint Detection of Structural Change and Nonstationarity in Autoregressions 0 0 0 71 0 0 1 70
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 41 0 0 2 75
Lag Length Estimation in Large Dimensional Systems 0 0 0 100 0 0 0 224
Lag Length Estimation in Large Dimensional Systems 0 0 0 228 0 2 8 642
Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification 0 0 0 312 1 2 5 1,048
Model Selection Uncertainty and Detection of Threshold Effecs 0 0 0 268 0 1 9 688
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 8 0 0 0 133
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 0 1 0 0 0 4
Regime Specific Predictability in Predictive Regressions 0 0 0 33 0 0 2 66
Regime specific predictability in predictive regressions 0 0 0 33 0 1 5 116
Threshold effects in cointegrating relationships 0 0 1 144 0 0 4 301
Total Working Papers 1 3 12 1,441 4 12 58 3,699


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 1 7 16
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 0 1 8 186
Estimation and model selection based inference in single and multiple threshold models 0 1 7 228 1 2 19 520
Functional cointegration: definition and nonparametric estimation 0 1 2 12 0 2 7 55
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 1 1 5 6 1 1 13 25
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 2 66
Lag length estimation in large dimensional systems 0 0 1 1 0 0 1 1
Least squares estimation and tests of breaks in mean and variance under misspecification 0 0 0 155 0 0 0 1,041
MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS 0 0 0 3 0 0 0 34
Model Selection Uncertainty and Detection of Threshold Effects 0 0 0 87 0 1 1 278
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 0 1 1 208
On the bias of the OLS estimator in a nonstationary dynamic panel data model 1 1 1 29 1 1 1 88
Regime-Specific Predictability in Predictive Regressions 0 0 0 22 0 0 3 51
Specification via model selection in vector error correction models 0 0 1 72 0 1 6 258
The allocation of public consumption expenditure in the UK 0 0 0 31 0 0 1 156
Threshold Effects in Cointegrating Relationships 0 0 1 119 10 30 94 716
Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK 0 0 1 37 0 0 2 128
Total Journal Articles 2 4 24 899 13 41 168 3,934


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 2 3 30
Total Chapters 0 0 0 12 1 2 3 30


Statistics updated 2019-07-03