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Jean-Yves Pitarakis
Jean-Yves Pitarakis
Professor of Economics, University of Southampton
Verified email at soton.ac.uk
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
2582002
Threshold effects in cointegrating relationships
J Gonzalo, JY Pitarakis
Oxford Bulletin of Economics and Statistics 68, 813-833, 2006
1202006
Dimensionality effect in cointegration analysis
J Gonzalo, JY Pitarakis
Cointegration, Causality, and Forecasting. A Festschrift in Honour of Clive …, 1999
851999
Specification via model selection in vector error correction models
J Gonzalo, JY Pitarakis
Economics Letters 60 (3), 321-328, 1998
851998
Lag length estimation in large dimensional systems
J Gonzalo, JY Pitarakis
Journal of Time Series Analysis 23 (4), 401-423, 2002
842002
Least squares estimation and tests of breaks in mean and variance under misspecification
JY Pitarakis
The Econometrics Journal 7 (1), 32-54, 2004
602004
Regime-specific predictability in predictive regressions
J Gonzalo, JY Pitarakis
Journal of Business & Economic Statistics 30 (2), 229-241, 2012
492012
Threshold effects in multivariate error correction models
J Gonzalo, JY Pitarakis
Palgrave Macmillan, 2006
482006
Joint dynamics of legal and economic integration in the European Union
JY Pitarakis, G Tridimas
European Journal of Law and Economics 16 (3), 357-368, 2003
482003
Comovements in large systems
J Gonzalo, JY Pitarakis
281995
On the exact moments of asymptotic distributions in an unstable AR (1) with dependent errors
J Gonzalo, JY Pitarakis
International Economic Review, 71-88, 1998
241998
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
232017
Model selection uncertainty and detection of threshold effects
JY Pitarakis
Studies in Nonlinear Dynamics & Econometrics 10 (1), 2006
162006
Estimation and inference in threshold type regime switching models
J Gonzalo, JY Pitarakis
Handbook of research methods and applications in empirical macroeconomics …, 2013
152013
Cointegration analysis in large systems
J Gonzalo, JY Pitarakis
Boston University, mimeo, 1994
151994
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
141999
Threshold Autoregressions with a unit root: Comment
J Pitarakis
Econometrica 76, 1207-1217, 2008
102008
Comment on: threshold autoregressions with a unit root
JY Pitarakis
Econometrica 76 (5), 1207-1217, 2008
92008
Dimensionality effect in cointegrated systems
J Gonzalo, JY Pitarakis, R Engle, H White
by R. Engle and H. White. Oxford University Press, Oxford, 1999
91999
A joint test for structural stability and a unit root in autoregressions
JY Pitarakis
Computational Statistics & Data Analysis 76, 577-587, 2014
72014
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