Jean-Yves Pitarakis

Available identifiers

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

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