The following pages link to Jean-Yves Pitarakis (Q449922):
Displayed 10 items.
- On the bias of the OLS estimator in a nonstationary dynamic panel data model (Q449923) (← links)
- Functional cointegration: definition and nonparametric estimation (Q905392) (← links)
- Specification via model selection in vector error correction models (Q1274716) (← links)
- A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Jointly testing linearity and nonstationarity within threshold autoregressions (Q1925932) (← links)
- Least squares estimation and tests of breaks in mean and variance under misspecification (Q3156185) (← links)
- Comment on: Threshold Autoregressions With a Unit Root (Q3535763) (← links)
- Model Selection Uncertainty and Detection of Threshold Effects (Q5452731) (← links)
- Lag length estimation in large dimensional systems (Q5467628) (← links)