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Pitarakis, Jean-Yves
9
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Model selection uncertainty and detection of threshold effects
Pitarakis, Jean-Yves
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009949863
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The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions
Wan, Alan T.K.
;
Zou, Guohua
;
Banerjee, Anurag
- In:
Economics letters
94
(
2007
)
2
,
pp. 213-219
Persistent link: https://www.econbiz.de/10007598178
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3
A method of estimating the average derivative
Banerjee, Anurag
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 65-88
Persistent link: https://www.econbiz.de/10007391038
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4
Informed momentum trading versus uninformed “naive” investors strategies
Banerjee, Anurag
;
Hung, Chi-Hsiou
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 3077-3090
Persistent link: https://www.econbiz.de/10009290651
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5
Specification via model selection in vector error correction models
Gonzalo, Jes`us
;
Pitarakis, Jean-Yves
- In:
Economics letters
60
(
1998
)
3
,
pp. 321-328
Persistent link: https://www.econbiz.de/10006787845
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6
Joint Dynamics of Legal and Economic Integration in the European Union
Pitarakis, Jean-Yves
;
Tridimas, George
- In:
European journal of law and economics
16
(
2003
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10007654822
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Least squares estimation and tests of breaks in mean and variance under misspecification
Pitarakis, Jean-Yves
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 32-54
Persistent link: https://www.econbiz.de/10007449964
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8
Comment on: Threshold Autoregressions With a Unit Root
Pitarakis, Jean-Yves
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1207-1218
Persistent link: https://www.econbiz.de/10008097830
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9
ARTICLES - Moment Generating Functions and Further Exact Results for Seasonal Autoregressions
Pitarakis, Jean-Yves
- In:
Econometric theory
14
(
1998
)
6
,
pp. 770-782
Persistent link: https://www.econbiz.de/10006991061
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10
Regime-Specific Predictability in Predictive Regressions
Gonzalo, Jess
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 229-242
Persistent link: https://www.econbiz.de/10009976548
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