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 1 6 9 38
Comovements in Large Systems 0 0 0 16 0 0 12 55
Comovements in large systems 0 0 2 5 1 3 16 45
Detecting Sparse Cointegration 1 4 17 29 1 8 28 44
Detecting Sparse Cointegration 1 9 9 9 1 3 3 3
Detecting sparse cointegration 0 0 2 20 0 3 12 32
Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test 0 0 0 11 0 5 20 33
Estimation and inference in threshold type regime switching models 0 1 2 124 0 3 15 193
Functional cointegration: definition and nonparametric estimation 0 0 1 78 1 3 9 166
Joint Detection of Structural Change and Nonstationarity in Autoregressions 0 0 0 71 1 4 10 88
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 45 0 0 5 93
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 0 3 16 249
Lag Length Estimation in Large Dimensional Systems 0 0 1 237 0 3 9 674
Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification 0 0 0 314 2 2 5 1,082
Model Selection Uncertainty and Detection of Threshold Effecs 0 0 0 274 0 2 12 730
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 9 2 3 9 148
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 1 1 3 0 3 10 21
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 0 2 8 74 0 4 22 74
Out of sample predictability in predictive regressions with many predictor candidates 0 1 2 132 0 7 23 160
Predictive Regressions 0 2 5 174 1 10 24 238
Regime Specific Predictability in Predictive Regressions 0 0 0 36 0 3 8 92
Regime specific predictability in predictive regressions 0 0 0 36 0 1 7 145
Serial-Dependence and Persistence Robust Inference in Predictive Regressions 0 0 0 10 1 2 5 7
Spurious relationships in high dimensional systems with strong or mild persistence 0 1 2 106 0 6 10 120
Threshold effects in cointegrating relationships 0 0 0 147 0 5 24 352
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 0 84 0 4 14 109
Total Working Papers 2 21 53 2,232 12 96 337 4,991

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 1 2 35 35
A Simple Approach for Diagnosing Instabilities in Predictive Regressions 0 0 0 3 0 3 7 33
A joint test for structural stability and a unit root in autoregressions 0 0 0 5 0 3 10 48
Comment on: Threshold Autoregressions With a Unit Root 0 0 0 61 0 3 10 213
Estimation and model selection based inference in single and multiple threshold models 0 0 2 268 1 3 15 629
Functional cointegration: definition and nonparametric estimation 0 1 1 15 0 5 12 89
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 1 9 0 3 11 50
Joint Dynamics of Legal and Economic Integration in the European Union 0 0 0 25 1 4 7 96
Jointly testing linearity and nonstationarity within threshold autoregressions 0 0 0 8 0 3 14 85
Lag length estimation in large dimensional systems 0 0 0 2 1 6 19 30
Least squares estimation and tests of breaks in mean and variance under misspecification 0 0 0 155 0 7 14 1,070
MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS 0 0 0 3 0 1 4 41
Model Selection Uncertainty and Detection of Threshold Effects 0 0 0 91 0 4 13 313
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 0 3 13 223
On the bias of the OLS estimator in a nonstationary dynamic panel data model 0 0 0 29 0 1 3 97
Out-of-sample predictability in predictive regressions with many predictor candidates 0 2 4 10 0 3 15 26
Regime-Specific Predictability in Predictive Regressions 0 0 1 26 1 6 14 77
Specification via model selection in vector error correction models 0 0 1 74 2 3 10 282
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 1 11 0 3 12 28
The allocation of public consumption expenditure in the UK 0 0 0 31 1 1 5 168
Threshold Effects in Cointegrating Relationships* 0 0 2 127 1 3 21 848
Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK 0 0 0 38 0 2 6 140
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 0 1 8 1 3 9 27
Total Journal Articles 0 3 15 1,001 10 75 279 4,648

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 3 13 69
Total Chapters 0 0 1 18 1 3 13 69

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Statistics updated 2026-06-04