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Estimation and model selection...
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Pitarakis, Jean-Yves
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
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Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
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2
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:
3
Model selection uncertainty and detection of threshold effects
Pitarakis, Jean-Yves
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003286571
Saved in:
4
A simple approach for diagnosing instabilities in predictive regressions
Pitarakis, Jean-Yves
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
5
,
pp. 851-874
Persistent link: https://www.econbiz.de/10011772108
Saved in:
5
Functional cointegration : definition and nonparametric estimation
Banerjee, Anurag Narayan
;
Pitarakis, Jean-Yves
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
5
,
pp. 507-520
Persistent link: https://www.econbiz.de/10010461196
Saved in:
6
Wald tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components
Dolado, Juan J.
;
Gonzalo, Jesús
;
Mayoral, Laura
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009513621
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7
Quantile factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
-
2018
Persistent link: https://www.econbiz.de/10011884747
Saved in:
8
The reaction of stock market returns to unemployment
Gonzalo, Jesús
;
Taamouti, Abderrahim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011755437
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9
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
10
Estimation of characteristics-based quantile factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
;
Pan, Haozi
-
2023
Persistent link: https://www.econbiz.de/10014289399
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