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~subject:"Estimation"
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Estimation and model selection...
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Estimation
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42
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22
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Gonzalo, Jesús
17
Pitarakis, Jean-Yves
9
Chen, Liang
6
Dolado, Juan J.
6
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4
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3
Gadea, María Dolores
2
Pan, Haozi
2
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1
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ECONIS (ZBW)
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Estimation and inference in threshold type regime switching models
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Handbook of research methods and applications in …
,
(pp. 189-205)
.
2013
Persistent link: https://www.econbiz.de/10010206806
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2
Estimation and inference in threshold type regime switching models
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2012
Persistent link: https://www.econbiz.de/10010473009
Saved in:
3
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:
4
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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5
Total expenditure endogeneity and the allocation of public consumption expenditures in the UK
Pitarakis, Jean-Yves
;
Tridimas, George
-
1998
Persistent link: https://www.econbiz.de/10000998651
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6
Jointly testing linearity and nonstationarity within threshold autoregressions
Pitarakis, Jean-Yves
-
2012
Persistent link: https://www.econbiz.de/10009672417
Saved in:
7
Functional cointegration : definition and nonparametric estimation
Pitarakis, Jean-Yves
;
Banerjee, Anurag Narayan
-
2012
Persistent link: https://www.econbiz.de/10009672420
Saved in:
8
Piecewise local linear estimation of functional equilibrium relationships
Banerjee, Anurag Narayan
;
Pitarakis, Jean-Yves
-
2011
Persistent link: https://www.econbiz.de/10009672758
Saved in:
9
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:
10
Multicointegration and present value relations
Engsted, Tom
;
Gonzalo, Jesús
;
Haldrup, Niels
-
1995
Persistent link: https://www.econbiz.de/10000915773
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