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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/10002121938
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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 effects in multivariate error correction models
Pitarakis, Jean-Yves - 2005
Persistent link: https://www.econbiz.de/10002578618
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A novel approach to predictive accuracy testing in nested environments
Pitarakis, Jean-Yves - In: Econometric theory 41 (2025) 1, pp. 35-78
Persistent link: https://www.econbiz.de/10015374590
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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 autoregressions under near integratedness
Pitarakis, Jean-Yves - 2010
Persistent link: https://www.econbiz.de/10003982442
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A simple approach for diagnosing instabilities in predictive regressions
Pitarakis, Jean-Yves - In: Oxford bulletin of economics and statistics 79 (2017) 5, pp. 851-874
Persistent link: https://www.econbiz.de/10011772108
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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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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
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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