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Jean-Yves Pitarakis
Jean-Yves Pitarakis
Professor of Economics, University of Southampton
Verified email at soton.ac.uk - Homepage
Title
Cited by
Cited by
Year
Estimation and model selection based inference in single and multiple threshold models
J Gonzalo, JY Pitarakis
Journal of econometrics 110 (2), 319-352, 2002
2762002
Threshold effects in cointegrating relationships
J Gonzalo, JY Pitarakis
Oxford Bulletin of Economics and Statistics 68, 813-833, 2006
1292006
Specification via model selection in vector error correction models
J Gonzalo, JY Pitarakis
Economics Letters 60 (3), 321-328, 1998
911998
Dimensionality effect in cointegration analysis
J Gonzalo, JY Pitarakis
Oxford University Press, 1999
891999
Lag length estimation in large dimensional systems
J Gonzalo, JY Pitarakis
Journal of Time Series Analysis 23 (4), 401-423, 2002
882002
Least squares estimation and tests of breaks in mean and variance under misspecification
JY Pitarakis
The Econometrics Journal 7 (1), 32-54, 2004
722004
Regime-specific predictability in predictive regressions
J Gonzalo, JY Pitarakis
Journal of Business & Economic Statistics 30 (2), 229-241, 2012
622012
Comovements in large systems
J Gonzalo, JY Pitarakis
54*1995
Threshold effects in multivariate error correction models
J Gonzalo, JY Pitarakis
Palgrave Macmillan, 2006
492006
Joint dynamics of legal and economic integration in the European Union
JY Pitarakis, G Tridimas
European Journal of Law and Economics 16, 357-368, 2003
492003
Inferring the predictability induced by a persistent regressor in a predictive threshold model
J Gonzalo, JY Pitarakis
Journal of Business & Economic Statistics 35 (2), 202-217, 2017
332017
Model selection uncertainty and detection of threshold effects
JY Pitarakis
Studies in Nonlinear Dynamics & Econometrics 10 (1), 2006
172006
Estimation and inference in threshold type regime switching models
J Gonzalo, JY Pitarakis
Handbook of research methods and applications in empirical macroeconomics …, 2013
162013
A simple approach for diagnosing instabilities in predictive regressions
JY Pitarakis
Oxford Bulletin of Economics and Statistics 79 (5), 851-874, 2017
152017
Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK
JY Pitarakis, G Tridimas
Economic Modelling 16 (2), 279-291, 1999
151999
Cointegration analysis in large systems
J Gonzalo, JY Pitarakis
Boston University, mimeo, 1994
151994
Comment on: threshold autoregressions with a unit root
JY Pitarakis
Econometrica 76 (5), 1207-1217, 2008
122008
A joint test for structural stability and a unit root in autoregressions
JY Pitarakis
Computational statistics & data analysis 76, 577-587, 2014
102014
Dimensionality effect in cointegrated systems
J Gonzalo, JY Pitarakis, R Engle, H White
by R. Engle and H. White. Oxford University Press, Oxford, 1999
101999
Threshold Autoregressions with a unit root: Comment
J Pitarakis
Econometrica 76, 1207-1217, 2008
92008
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Articles 1–20