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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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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
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Threshold autoregressions under near integratedness
Pitarakis, Jean-Yves - 2010
Persistent link: https://www.econbiz.de/10003982442
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Jointly testing linearity and nonstationarity within threshold autoregressions
Pitarakis, Jean-Yves - In: Economics letters 117 (2012) 2, pp. 411-413
Persistent link: https://www.econbiz.de/10009674731
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A novel approach to predictive accuracy testing in nested environments
Pitarakis, Jean-Yves - 2025
Persistent link: https://www.econbiz.de/10015374590
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Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan - 1997
Persistent link: https://www.econbiz.de/10000972600
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Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan - In: Journal of forecasting 20 (2001) 3, pp. 203-229
Persistent link: https://www.econbiz.de/10001570838
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Cointegration analysis in large systems
Pitarakis, Jean-Yves - 1995
Persistent link: https://www.econbiz.de/10000916321
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Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves - 1996
Persistent link: https://www.econbiz.de/10000944147