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 3 3 4 46
Comovements in large systems 0 2 2 5 1 3 4 32
Detecting Sparse Cointegration 1 5 23 23 2 6 28 28
Detecting sparse cointegration 1 1 19 19 1 1 21 21
Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test 0 0 0 11 1 2 4 17
Estimation and inference in threshold type regime switching models 0 0 0 122 0 1 3 180
Functional cointegration: definition and nonparametric estimation 0 0 1 78 0 2 5 160
Joint Detection of Structural Change and Nonstationarity in Autoregressions 0 0 0 71 3 4 5 82
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 45 0 0 1 89
Lag Length Estimation in Large Dimensional Systems 1 1 2 237 4 4 5 669
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 1 4 5 238
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 0 0 0 139
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 0 2 0 1 2 13
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 1 3 12 71 1 3 15 58
Out of sample predictability in predictive regressions with many predictor candidates 0 1 3 131 1 5 11 143
Predictive Regressions 1 1 3 171 2 2 4 217
Regime Specific Predictability in Predictive Regressions 0 0 0 36 2 2 2 86
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 0 1 105 1 2 3 113
Threshold effects in cointegrating relationships 0 0 0 147 2 5 8 334
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 1 84 2 5 6 100
Total Working Papers 5 14 77 2,204 27 56 142 4,732

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 0 3 28
A joint test for structural stability and a unit root in autoregressions 0 0 0 5 1 1 3 40
Comment on: Threshold Autoregressions With a Unit Root 0 0 0 61 0 1 3 205
Estimation and model selection based inference in single and multiple threshold models 0 1 1 267 1 4 7 620
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 1 2 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 2 3 4 74
Lag length estimation in large dimensional systems 0 0 0 2 4 5 5 16
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 3 302
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 1 1 2 212
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 0 6 1 1 1 12
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 0 1 4 274
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 0 10 1 3 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 5 7 10 834
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 1 2 19
Total Journal Articles 0 2 3 988 17 35 68 4,418

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 1 1 1 18 4 6 6 62
Total Chapters 1 1 1 18 4 6 6 62

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Statistics updated 2025-12-06