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On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors
Gonzalo, Jesús; Pitarakis, Jean-Yves - 1995
Persistent link: https://www.econbiz.de/10000918204
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Comovements in large systems
Gonzalo, Jesús; Pitarakis, Jean-Yves - 1994
Persistent link: https://www.econbiz.de/10000908536
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On the exact moments of asymptotic distributions in an unstable AR(1) with dependent errors
Gonzalo, Jesús - 1996
Persistent link: https://www.econbiz.de/10000944149
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Specification via model selection in vector error correction models
Gonzalo, Jesús - In: Economics letters 60 (1998) 3, pp. 321-328
Persistent link: https://www.econbiz.de/10001251671
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Estimation and model selection based inference in single and multiple threshold models
Gonzalo, Jesús (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001562965
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Estimation and model selection based inference in single and multiple threshold models
Gonzalo, Jesús; Pitarakis, Jean-Yves - In: Journal of econometrics 110 (2002) 2, pp. 319-352
Persistent link: https://www.econbiz.de/10001703519
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Regime specific predictability in predictive regressions
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2009
Persistent link: https://www.econbiz.de/10003972205
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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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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