Jean-Yves Pitarakis

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A novel approach to predictive accuracy testing in nested environments Econometric Theory	2025-12-29	Paper
Regime-Specific Predictability in Predictive Regressions Journal of Business and Economic Statistics	2025-01-20	Paper
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model Journal of Business and Economic Statistics	2024-10-09	Paper
A joint test for structural stability and a unit root in autoregressions Computational Statistics and Data Analysis	2018-11-23	Paper
Functional cointegration: definition and nonparametric estimation Studies in Nonlinear Dynamics & Econometrics	2016-01-19	Paper
Jointly testing linearity and nonstationarity within threshold autoregressions Economics Letters	2012-12-27	Paper
On the bias of the OLS estimator in a nonstationary dynamic panel data model Statistics & Probability Letters	2012-09-02	Paper
Comment on: Threshold Autoregressions With a Unit Root Econometrica	2008-11-14	Paper
Model Selection Uncertainty and Detection of Threshold Effects Studies in Nonlinear Dynamics & Econometrics	2008-04-04	Paper
Lag length estimation in large dimensional systems Journal of Time Series Analysis	2006-05-24	Paper
Least squares estimation and tests of breaks in mean and variance under misspecification Econometrics Journal	2005-01-06	Paper
Estimation and model selection based inference in single and multiple threshold models. Journal of Econometrics	2003-02-17	Paper
Specification via model selection in vector error correction models Economics Letters	1999-01-12	Paper

Research outcomes over time

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