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 0 1 9 38
Comovements in Large Systems 0 0 0 16 0 0 12 55
Comovements in large systems 0 0 2 5 0 1 16 45
Detecting Sparse Cointegration 0 2 10 10 0 3 5 5
Detecting Sparse Cointegration 0 3 14 31 0 3 25 46
Detecting sparse cointegration 0 0 2 20 0 7 19 39
Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test 0 0 0 11 0 0 18 33
Estimation and inference in threshold type regime switching models 0 0 2 124 0 1 16 194
Functional cointegration: definition and nonparametric estimation 0 0 1 78 0 1 9 166
Joint Detection of Structural Change and Nonstationarity in Autoregressions 0 0 0 71 0 1 10 88
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 45 2 2 7 95
Lag Length Estimation in Large Dimensional Systems 0 0 1 237 0 2 11 676
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 0 0 16 249
Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification 0 0 0 314 0 3 6 1,083
Model Selection Uncertainty and Detection of Threshold Effecs 0 0 0 274 0 1 12 731
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 9 0 3 10 149
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 1 3 0 2 11 23
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 0 2 9 76 0 3 23 77
Out of sample predictability in predictive regressions with many predictor candidates 0 0 2 132 1 1 23 161
Predictive Regressions 0 0 4 174 1 3 25 240
Regime Specific Predictability in Predictive Regressions 0 0 0 36 0 0 8 92
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 1 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 24 352
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 0 84 0 0 14 109
Total Working Papers 0 7 50 2,237 4 40 351 5,019

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 0 1 35 35
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 10 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 2 7 20 635
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 2 8 97
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 8 1 1 15 86
Lag length estimation in large dimensional systems 0 0 0 2 1 2 20 31
Least squares estimation and tests of breaks in mean and variance under misspecification 0 0 0 155 2 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 1 3 18 29
Regime-Specific Predictability in Predictive Regressions 0 0 1 26 0 1 13 77
Specification via model selection in vector error correction models 0 0 1 74 0 2 9 282
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 1 11 0 0 12 28
The allocation of public consumption expenditure in the UK 0 0 0 31 1 2 6 169
Threshold Effects in Cointegrating Relationships* 0 0 2 127 1 2 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 1 9 27
Total Journal Articles 0 1 16 1,002 9 26 284 4,664

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

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Statistics updated 2026-08-07