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Search: "Pitarakis, J.-Y."
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Pitarakis, Jean-Yves
45
Gonzalo, Jesús
24
Tridimas, George
5
Banerjee, Anurag Narayan
3
Caner, Mehmet
1
Gonzalo, J.
1
Hansen, Bruce E.
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Pitarakis, J.-Y.
1
Pitarakis, J.Y.
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Silva Neto, Aníbal Emiliano da
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Silva, Anibal Emiliano da
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Uncovering regimes in out of sample forecast errors from predictive regressions
Silva Neto, Aníbal Emiliano da
;
Gonzalo, Jesús
; …
-
2020
Persistent link: https://www.econbiz.de/10012501495
Saved in:
2
Out of sample predictability in predictive regressions with many predictor candidates
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2020
Persistent link: https://www.econbiz.de/10012501524
Saved in:
3
Spurious relationships in high dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2020
Persistent link: https://www.econbiz.de/10012501525
Saved in:
4
Predictive regressions
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2019
Persistent link: https://www.econbiz.de/10012100557
Saved in:
5
Uncovering regimes in out of sample forecast errors
Silva, Anibal Emiliano da
;
Gonzalo, Jesús
;
Pitarakis, …
-
2018
Persistent link: https://www.econbiz.de/10011945978
Saved in:
6
Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296
Saved in:
7
A simple approach for diagnosing instabilities in predictive regressions
Pitarakis, Jean-Yves
-
2015
Persistent link: https://www.econbiz.de/10010515353
Saved in:
8
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2015
Persistent link: https://www.econbiz.de/10010515364
Saved in:
9
Jointly testing linearity and nonstationarity within threshold autoregressions
Pitarakis, Jean-Yves
-
2012
Persistent link: https://www.econbiz.de/10009672417
Saved in:
10
Functional cointegration : definition and nonparametric estimation
Pitarakis, Jean-Yves
;
Banerjee, Anurag Narayan
-
2012
Persistent link: https://www.econbiz.de/10009672420
Saved in:
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