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 0 84 2 2 3 31
Comovements in Large Systems 0 0 0 16 1 4 5 47
Comovements in large systems 0 2 2 5 4 7 8 36
Detecting Sparse Cointegration 1 4 24 24 2 6 30 30
Detecting sparse cointegration 0 1 19 19 4 5 25 25
Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test 0 0 0 11 3 4 7 20
Estimation and inference in threshold type regime switching models 0 0 0 122 3 4 6 183
Functional cointegration: definition and nonparametric estimation 0 0 1 78 1 2 6 161
Joint Detection of Structural Change and Nonstationarity in Autoregressions 0 0 0 71 1 4 6 83
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 45 1 1 2 90
Lag Length Estimation in Large Dimensional Systems 0 1 2 237 1 5 6 670
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 4 7 9 242
Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification 0 0 0 314 0 0 0 1,077
Model Selection Uncertainty and Detection of Threshold Effecs 0 0 0 274 0 1 3 721
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 9 1 1 1 140
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 0 2 1 2 3 14
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 0 1 10 71 2 3 15 60
Out of sample predictability in predictive regressions with many predictor candidates 0 0 3 131 0 4 11 143
Predictive Regressions 0 1 2 171 4 6 7 221
Regime Specific Predictability in Predictive Regressions 0 0 0 36 0 2 2 86
Regime specific predictability in predictive regressions 0 0 0 36 2 2 2 140
Serial-Dependence and Persistence Robust Inference in Predictive Regressions 0 0 10 10 2 2 4 4
Spurious relationships in high dimensional systems with strong or mild persistence 0 0 1 105 1 3 4 114
Threshold effects in cointegrating relationships 0 0 0 147 2 6 10 336
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 1 84 1 6 7 101
Total Working Papers 1 10 75 2,205 43 89 182 4,775

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 0 0 4 7 7 7
A Simple Approach for Diagnosing Instabilities in Predictive Regressions 0 0 0 3 0 0 3 28
A joint test for structural stability and a unit root in autoregressions 0 0 0 5 2 3 4 42
Comment on: Threshold Autoregressions With a Unit Root 0 0 0 61 3 4 6 208
Estimation and model selection based inference in single and multiple threshold models 0 0 1 267 0 2 6 620
Functional cointegration: definition and nonparametric estimation 0 0 0 14 1 1 1 78
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 0 8 0 1 4 42
Joint Dynamics of Legal and Economic Integration in the European Union 0 0 0 25 0 1 3 91
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 8 1 4 5 75
Lag length estimation in large dimensional systems 0 0 0 2 2 6 7 18
Least squares estimation and tests of breaks in mean and variance under misspecification 0 0 0 155 1 1 1 1,057
MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS 0 0 0 3 0 0 1 37
Model Selection Uncertainty and Detection of Threshold Effects 0 0 0 91 0 1 3 302
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 4 5 6 216
On the bias of the OLS estimator in a nonstationary dynamic panel data model 0 0 0 29 2 2 2 96
Out-of-sample predictability in predictive regressions with many predictor candidates 0 0 0 6 2 3 3 14
Regime-Specific Predictability in Predictive Regressions 0 0 0 25 0 2 4 66
Specification via model selection in vector error correction models 0 0 0 73 2 3 6 276
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 0 10 0 2 3 19
The allocation of public consumption expenditure in the UK 0 0 0 31 0 0 3 163
Threshold Effects in Cointegrating Relationships* 0 1 2 126 2 9 12 836
Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK 0 0 0 38 0 1 3 137
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 0 0 7 0 0 2 19
Total Journal Articles 0 1 3 988 26 58 95 4,447

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 1 1 18 0 6 6 62
Total Chapters 0 1 1 18 0 6 6 62

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Statistics updated 2026-01-09