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Model selection uncertainty and detection of threshold effects
Pitarakis, Jean-Yves - 2004
Persistent link: https://www.econbiz.de/10002223966
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Threshold autoregressions under near integratedness
Pitarakis, Jean-Yves - 2010
Persistent link: https://www.econbiz.de/10003982442
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Joint detection of structural change and nonstationarity in autoregression
Pitarakis, Jean-Yves - 2011
Persistent link: https://www.econbiz.de/10009127312
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Threshold effects in multivariate error correction models
Pitarakis, Jean-Yves - 2005
Persistent link: https://www.econbiz.de/10002578618
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Regime specific predictability in predictive regressions
Pitarakis, Jean-Yves; Gonzalo, Jesús - 2009
Persistent link: https://www.econbiz.de/10003920780
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Regime specific predictability in predictive regression
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2011 - New version
Persistent link: https://www.econbiz.de/10009127303
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Jointly testing linearity and nonstationarity within threshold autoregressions
Pitarakis, Jean-Yves - 2012
Persistent link: https://www.econbiz.de/10009672417
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Functional cointegration : definition and nonparametric estimation
Pitarakis, Jean-Yves; Banerjee, Anurag Narayan - 2012
Persistent link: https://www.econbiz.de/10009672420
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Piecewise local linear estimation of functional equilibrium relationships
Banerjee, Anurag Narayan; Pitarakis, Jean-Yves - 2011
Persistent link: https://www.econbiz.de/10009672758
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A simple approach for diagnosing instabilities in predictive regressions
Pitarakis, Jean-Yves - 2015
Persistent link: https://www.econbiz.de/10010515353