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 0 0 1 29
Comovements in Large Systems 0 0 0 16 0 0 1 43
Comovements in large systems 0 0 0 3 0 0 1 29
Detecting Sparse Cointegration 1 6 18 18 1 6 22 22
Detecting sparse cointegration 0 0 18 18 0 0 20 20
Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test 0 0 1 11 0 2 5 15
Estimation and inference in threshold type regime switching models 0 0 0 122 1 1 3 179
Functional cointegration: definition and nonparametric estimation 1 1 1 78 1 1 3 158
Joint Detection of Structural Change and Nonstationarity in Autoregressions 0 0 0 71 0 0 1 78
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 45 1 1 1 89
Lag Length Estimation in Large Dimensional Systems 0 0 3 236 0 0 3 665
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 1 1 1 234
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 1 274 1 2 3 720
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 1 9 0 0 1 139
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 0 2 0 1 1 12
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 1 2 16 68 1 3 21 55
Out of sample predictability in predictive regressions with many predictor candidates 0 0 8 130 0 1 14 138
Predictive Regressions 0 1 3 170 0 1 4 215
Regime Specific Predictability in Predictive Regressions 0 0 0 36 0 0 0 84
Regime specific predictability in predictive regressions 0 0 0 36 0 0 0 138
Serial-Dependence and Persistence Robust Inference in Predictive Regressions 0 0 10 10 0 0 2 2
Spurious relationships in high dimensional systems with strong or mild persistence 0 1 1 105 0 1 3 111
Threshold effects in cointegrating relationships 0 0 0 147 1 1 3 329
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 1 84 0 0 3 95
Total Working Papers 3 11 82 2,190 8 22 117 4,676

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Approach for Diagnosing Instabilities in Predictive Regressions 0 0 0 3 0 2 3 28
A joint test for structural stability and a unit root in autoregressions 0 0 0 5 1 1 2 39
Comment on: Threshold Autoregressions With a Unit Root 0 0 0 61 0 1 2 204
Estimation and model selection based inference in single and multiple threshold models 0 0 0 266 1 2 4 616
Functional cointegration: definition and nonparametric estimation 0 0 0 14 0 0 0 77
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 0 8 0 1 2 40
Joint Dynamics of Legal and Economic Integration in the European Union 0 0 0 25 1 1 2 90
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 8 0 0 1 71
Lag length estimation in large dimensional systems 0 0 0 2 0 0 0 11
Least squares estimation and tests of breaks in mean and variance under misspecification 0 0 0 155 0 0 0 1,056
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 2 301
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 0 1 1 211
On the bias of the OLS estimator in a nonstationary dynamic panel data model 0 0 0 29 0 0 0 94
Out-of-sample predictability in predictive regressions with many predictor candidates 0 0 5 6 0 0 9 11
Regime-Specific Predictability in Predictive Regressions 0 0 0 25 0 1 2 64
Specification via model selection in vector error correction models 0 0 0 73 0 1 4 273
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 0 10 0 0 2 16
The allocation of public consumption expenditure in the UK 0 0 0 31 0 0 3 163
Threshold Effects in Cointegrating Relationships* 0 0 1 125 0 0 3 827
Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK 0 0 0 38 0 2 3 136
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 0 0 7 0 0 1 18
Total Journal Articles 0 0 6 986 3 14 47 4,383

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 0 17 0 0 2 56
Total Chapters 0 0 0 17 0 0 2 56

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Statistics updated 2025-09-05