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 1 85 2 2 11 40
Comovements in Large Systems 0 0 0 16 1 1 13 56
Comovements in large systems 0 0 2 5 0 0 16 45
Detecting Sparse Cointegration 0 1 10 10 0 2 5 5
Detecting Sparse Cointegration 0 2 13 31 0 2 24 46
Detecting sparse cointegration 0 0 2 20 1 8 20 40
Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test 0 0 0 11 1 1 19 34
Estimation and inference in threshold type regime switching models 0 0 2 124 1 2 16 195
Functional cointegration: definition and nonparametric estimation 0 0 0 78 1 1 9 167
Joint Detection of Structural Change and Nonstationarity in Autoregressions 0 0 0 71 0 0 10 88
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 45 0 2 6 95
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 1 1 16 250
Lag Length Estimation in Large Dimensional Systems 0 0 1 237 3 5 14 679
Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification 0 0 0 314 1 2 7 1,084
Model Selection Uncertainty and Detection of Threshold Effecs 0 0 0 274 1 2 12 732
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 9 0 1 10 149
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 1 3 1 3 12 24
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 0 2 8 76 0 3 22 77
Out of sample predictability in predictive regressions with many predictor candidates 0 0 2 132 1 2 24 162
Predictive Regressions 0 0 4 174 1 3 26 241
Regime Specific Predictability in Predictive Regressions 0 0 0 36 1 1 9 93
Regime specific predictability in predictive regressions 0 0 0 36 0 0 7 145
Serial-Dependence and Persistence Robust Inference in Predictive Regressions 0 0 0 10 0 0 5 7
Spurious relationships in high dimensional systems with strong or mild persistence 0 0 1 106 0 1 10 121
Threshold effects in cointegrating relationships 0 0 0 147 0 0 23 352
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 0 84 1 1 15 110
Total Working Papers 0 5 47 2,237 18 46 361 5,037

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 0 1 1 1 1 36 36
A Simple Approach for Diagnosing Instabilities in Predictive Regressions 0 0 0 3 0 0 5 33
A joint test for structural stability and a unit root in autoregressions 0 0 0 5 0 0 9 48
Comment on: Threshold Autoregressions With a Unit Root 0 0 0 61 0 0 9 213
Estimation and model selection based inference in single and multiple threshold models 0 0 2 268 0 6 19 635
Functional cointegration: definition and nonparametric estimation 0 0 1 15 0 0 12 89
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 1 9 0 0 10 50
Joint Dynamics of Legal and Economic Integration in the European Union 0 0 0 25 0 1 7 97
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 8 0 1 15 86
Lag length estimation in large dimensional systems 0 0 0 2 0 1 20 31
Least squares estimation and tests of breaks in mean and variance under misspecification 0 0 0 155 0 2 16 1,072
MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS 0 0 0 3 0 0 4 41
Model Selection Uncertainty and Detection of Threshold Effects 0 0 0 91 0 0 12 313
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 0 0 12 223
On the bias of the OLS estimator in a nonstationary dynamic panel data model 0 0 0 29 0 0 3 97
Out-of-sample predictability in predictive regressions with many predictor candidates 0 1 5 11 0 3 18 29
Regime-Specific Predictability in Predictive Regressions 0 0 1 26 0 0 13 77
Specification via model selection in vector error correction models 0 0 1 74 1 1 10 283
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 1 11 19 19 31 47
The allocation of public consumption expenditure in the UK 0 0 0 31 1 2 7 170
Threshold Effects in Cointegrating Relationships* 0 0 2 127 0 1 22 849
Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK 0 0 0 38 0 0 4 140
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 0 1 8 0 0 9 27
Total Journal Articles 0 1 16 1,002 22 38 303 4,686

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 0 0 13 69
Total Chapters 0 0 1 18 0 0 13 69

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Statistics updated 2026-09-10