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 5 6 8 37
Comovements in Large Systems 0 0 0 16 0 3 12 55
Comovements in large systems 0 0 2 5 2 3 15 44
Detecting Sparse Cointegration 1 4 18 28 4 8 32 43
Detecting sparse cointegration 0 0 3 20 2 4 18 32
Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test 0 0 0 11 4 7 20 33
Estimation and inference in threshold type regime switching models 0 2 2 124 1 6 16 193
Functional cointegration: definition and nonparametric estimation 0 0 1 78 2 2 8 165
Joint Detection of Structural Change and Nonstationarity in Autoregressions 0 0 0 71 3 3 10 87
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 45 0 0 5 93
Lag Length Estimation in Large Dimensional Systems 0 0 2 237 2 3 10 674
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 2 5 16 249
Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification 0 0 0 314 0 1 3 1,080
Model Selection Uncertainty and Detection of Threshold Effecs 0 0 0 274 1 5 12 730
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 9 1 3 7 146
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 1 1 3 2 5 10 21
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 1 3 8 74 3 9 23 74
Out of sample predictability in predictive regressions with many predictor candidates 1 1 3 132 5 11 25 160
Predictive Regressions 0 2 5 174 5 12 23 237
Regime Specific Predictability in Predictive Regressions 0 0 0 36 3 3 8 92
Regime specific predictability in predictive regressions 0 0 0 36 0 3 7 145
Serial-Dependence and Persistence Robust Inference in Predictive Regressions 0 0 0 10 1 1 4 6
Spurious relationships in high dimensional systems with strong or mild persistence 0 1 2 106 5 6 10 120
Threshold effects in cointegrating relationships 0 0 0 147 1 9 24 352
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 0 84 2 5 14 109
Total Working Papers 3 15 48 2,222 56 123 340 4,977

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 1 3 34 34
A Simple Approach for Diagnosing Instabilities in Predictive Regressions 0 0 0 3 3 3 7 33
A joint test for structural stability and a unit root in autoregressions 0 0 0 5 3 4 10 48
Comment on: Threshold Autoregressions With a Unit Root 0 0 0 61 1 3 10 213
Estimation and model selection based inference in single and multiple threshold models 0 1 2 268 2 4 14 628
Functional cointegration: definition and nonparametric estimation 1 1 1 15 3 7 12 89
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 1 1 9 3 6 11 50
Joint Dynamics of Legal and Economic Integration in the European Union 0 0 0 25 2 3 6 95
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 8 2 4 14 85
Lag length estimation in large dimensional systems 0 0 0 2 3 5 18 29
Least squares estimation and tests of breaks in mean and variance under misspecification 0 0 0 155 4 8 14 1,070
MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS 0 0 0 3 1 2 4 41
Model Selection Uncertainty and Detection of Threshold Effects 0 0 0 91 1 5 14 313
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 3 5 13 223
On the bias of the OLS estimator in a nonstationary dynamic panel data model 0 0 0 29 1 1 3 97
Out-of-sample predictability in predictive regressions with many predictor candidates 1 3 4 10 2 5 15 26
Regime-Specific Predictability in Predictive Regressions 0 1 1 26 5 6 13 76
Specification via model selection in vector error correction models 0 0 1 74 0 1 8 280
Spurious relationships in high-dimensional systems with strong or mild persistence 0 1 1 11 1 6 12 28
The allocation of public consumption expenditure in the UK 0 0 0 31 0 1 5 167
Threshold Effects in Cointegrating Relationships* 0 1 3 127 1 6 23 847
Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK 0 0 0 38 1 2 6 140
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 1 1 8 2 3 8 26
Total Journal Articles 2 11 16 1,001 45 93 274 4,638

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 3 12 68
Total Chapters 0 0 1 18 1 3 12 68

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Statistics updated 2026-05-06