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 2 11 40
Comovements in Large Systems 0 0 0 16 0 1 13 56
Comovements in large systems 0 0 2 5 0 0 16 45
Detecting Sparse Cointegration 0 0 10 10 0 0 5 5
Detecting Sparse Cointegration 0 0 11 31 0 0 22 46
Detecting sparse cointegration 0 0 2 20 0 1 20 40
Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test 0 0 0 11 0 1 18 34
Estimation and inference in threshold type regime switching models 0 0 2 124 1 2 17 196
Functional cointegration: definition and nonparametric estimation 0 0 0 78 0 1 8 167
Joint Detection of Structural Change and Nonstationarity in Autoregressions 0 0 0 71 1 1 10 89
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 45 1 3 7 96
Lag Length Estimation in Large Dimensional Systems 0 0 1 237 1 4 15 680
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 1 2 16 251
Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification 0 0 0 314 0 1 7 1,084
Model Selection Uncertainty and Detection of Threshold Effecs 0 0 0 274 1 2 13 733
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 9 0 0 10 149
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 1 3 0 1 12 24
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 0 0 6 76 0 0 20 77
Out of sample predictability in predictive regressions with many predictor candidates 0 0 1 132 0 2 23 162
Predictive Regressions 1 1 5 175 3 5 29 244
Regime Specific Predictability in Predictive Regressions 0 0 0 36 2 3 11 95
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 0 5 7
Spurious relationships in high dimensional systems with strong or mild persistence 0 0 1 106 0 0 10 121
Threshold effects in cointegrating relationships 0 0 0 147 0 0 22 352
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 0 84 0 1 15 110
Total Working Papers 1 1 43 2,238 11 33 362 5,048

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 36 36
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 9 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 1 268 1 3 18 636
Functional cointegration: definition and nonparametric estimation 0 0 1 15 1 1 13 90
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 1 9 1 1 10 51
Joint Dynamics of Legal and Economic Integration in the European Union 0 0 0 25 2 2 9 99
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 8 0 1 15 86
Lag length estimation in large dimensional systems 0 0 0 2 0 1 19 31
Least squares estimation and tests of breaks in mean and variance under misspecification 0 0 0 155 0 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 1 1 13 314
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 0 5 11 0 1 18 29
Regime-Specific Predictability in Predictive Regressions 0 0 1 26 0 0 13 77
Specification via model selection in vector error correction models 0 0 1 74 0 1 10 283
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 1 11 1 20 31 48
The allocation of public consumption expenditure in the UK 0 0 0 31 0 2 7 170
Threshold Effects in Cointegrating Relationships* 0 0 2 127 0 1 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 0 8 27
Total Journal Articles 0 0 15 1,002 7 38 304 4,693

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

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Statistics updated 2026-10-11