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 1 1 1 85 1 3 4 32
Comovements in Large Systems 0 0 0 16 3 9 12 55
Comovements in large systems 0 0 2 5 1 10 14 42
Detecting Sparse Cointegration 1 2 23 25 1 8 33 36
Detecting sparse cointegration 0 1 6 20 1 8 20 29
Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test 0 0 0 11 2 11 15 28
Estimation and inference in threshold type regime switching models 1 1 1 123 3 10 13 190
Functional cointegration: definition and nonparametric estimation 0 0 1 78 0 3 7 163
Joint Detection of Structural Change and Nonstationarity in Autoregressions 0 0 0 71 0 2 7 84
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 45 0 4 5 93
Lag Length Estimation in Large Dimensional Systems 0 0 2 237 0 2 7 671
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 2 8 13 246
Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification 0 0 0 314 1 3 3 1,080
Model Selection Uncertainty and Detection of Threshold Effecs 0 0 0 274 3 7 10 728
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 9 2 6 6 145
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 0 2 2 5 7 18
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 1 1 7 72 5 12 21 70
Out of sample predictability in predictive regressions with many predictor candidates 0 0 2 131 4 10 20 153
Predictive Regressions 0 1 3 172 3 11 14 228
Regime Specific Predictability in Predictive Regressions 0 0 0 36 0 3 5 89
Regime specific predictability in predictive regressions 0 0 0 36 2 6 6 144
Serial-Dependence and Persistence Robust Inference in Predictive Regressions 0 0 10 10 0 3 5 5
Spurious relationships in high dimensional systems with strong or mild persistence 0 0 1 105 0 1 4 114
Threshold effects in cointegrating relationships 0 0 0 147 4 13 20 347
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 0 84 1 5 10 105
Total Working Papers 4 7 59 2,211 41 163 281 4,895

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 1 1 1 1 2 30 33 33
A Simple Approach for Diagnosing Instabilities in Predictive Regressions 0 0 0 3 0 2 4 30
A joint test for structural stability and a unit root in autoregressions 0 0 0 5 1 5 7 45
Comment on: Threshold Autoregressions With a Unit Root 0 0 0 61 0 5 7 210
Estimation and model selection based inference in single and multiple threshold models 1 1 2 268 2 6 12 626
Functional cointegration: definition and nonparametric estimation 0 0 0 14 2 7 7 84
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 1 1 1 9 3 5 9 47
Joint Dynamics of Legal and Economic Integration in the European Union 0 0 0 25 0 1 3 92
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 8 1 8 11 82
Lag length estimation in large dimensional systems 0 0 0 2 0 8 13 24
Least squares estimation and tests of breaks in mean and variance under misspecification 0 0 0 155 1 7 7 1,063
MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS 0 0 0 3 1 3 3 40
Model Selection Uncertainty and Detection of Threshold Effects 0 0 0 91 1 7 10 309
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 2 8 10 220
On the bias of the OLS estimator in a nonstationary dynamic panel data model 0 0 0 29 0 2 2 96
Out-of-sample predictability in predictive regressions with many predictor candidates 1 2 2 8 2 11 12 23
Regime-Specific Predictability in Predictive Regressions 1 1 1 26 1 5 8 71
Specification via model selection in vector error correction models 0 1 1 74 0 5 8 279
Spurious relationships in high-dimensional systems with strong or mild persistence 1 1 1 11 3 6 9 25
The allocation of public consumption expenditure in the UK 0 0 0 31 1 4 5 167
Threshold Effects in Cointegrating Relationships* 1 1 3 127 4 11 21 845
Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK 0 0 0 38 0 1 4 138
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 1 1 1 8 1 5 6 24
Total Journal Articles 8 10 13 998 28 152 211 4,573

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 4 10 66
Total Chapters 0 0 1 18 1 4 10 66

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Statistics updated 2026-03-04