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Gonzalo, Jesús [Author] ; Pitarakis, Jean-Yves [Other]

Regime Specific Predictability in Predictive Regressions

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[S.l.]: SSRN, [2011]
Pitarakis, Jean-Yves [Author]

A Novel Approach to Predictive Accuracy Testing in Nested Environments

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[S.l.]: SSRN, 2023
Pitarakis, Jean-Yves [Author]

Jointly Testing Linearity and Nonstationarity within Threshold Autoregressions

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[S.l.]: SSRN, 2012
Pitarakis, Jean-Yves [Author]

Joint Detection of Structural Change and Nonstationarity in Autoregressions

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[S.l.]: SSRN, 2011
Pitarakis, Jean-Yves [Author]

Threshold Autoregressions Under Near Integratedness

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[S.l.]: SSRN, [2011]
Gonzalo, Jesús [Author]; Pitarakis, Jean-Yves [Author]

Out-of-sample predictability in predictive regressions with many predictor candidates

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2024

Published in: International journal of forecasting ; 40(2024), 3 vom: Juli/Sept., Seite 1166-1178
Gonzalo, Jesús [Author]; Pitarakis, Jean-Yves [Author]

Out of sample predictability in predictive regressions with many predictor candidates

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[Getafe (Spain)]: UC3M, Universidad Carlos III de Madrid, [2020]

Published in: Working paper ; 2020,13
Gonzalo, Jesús [Author]; Pitarakis, Jean-Yves [Author]

Spurious relationships in high dimensional systems with strong or mild persistence

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[Getafe (Spain)]: UC3M, Universidad Carlos III de Madrid, [2020]

Published in: Working paper ; 2020,12
Gonzalo, Jesús [Author]; Pitarakis, Jean-Yves [Author]

Predictive regressions

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[Getafe (Spain)]: UC3M, Universidad Carlos III de Madrid, [2019]

Published in: Working paper ; 2019,11
Gonzalo, Jesús [Author]; Pitarakis, Jean-Yves [Author]

Estimation and Model Selection Based Inference in Single and Multiple Threshold Models

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[S.l.]: SSRN, 2011
Pitarakis, Jean-Yves [Author]; Tridimas, George [Author]

Joint Dynamics of Legal and Economic Integration in the European Union

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[S.l.]: SSRN, 2003
Gonzalo, Jesús [Author]; Pitarakis, Jean-Yves [Author]

Lag Length Estimation in Large Dimensional Systems

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[S.l.]: SSRN, 2004
Silva Neto, Aníbal Emiliano da [Author]; Gonzalo, Jesús [Author]; Pitarakis, Jean-Yves [Author]

Uncovering regimes in out of sample forecast errors from predictive regressions

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[Getafe (Spain)]: UC3M, Universidad Carlos III de Madrid, [2020]

Published in: Working paper ; 2020,14
Silva, Anibal Emiliano da [Author]; Gonzalo, Jesús [Author]; Pitarakis, Jean-Yves [Author]

Uncovering regimes in out of sample forecast errors

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Southampton, UK: Economics Department, University of Southampton, [2018]

Published in: Discussion papers in economics and econometrics ; 2018,03
Pitarakis, Jean-Yves

A NOVEL APPROACH TO PREDICTIVE ACCURACY TESTING IN NESTED ENVIRONMENTS

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Cambridge University Press (CUP), 2023

Published in: Econometric Theory (2023), Seite 1-44
Pitarakis, Jean-Yves

A Novel Approach to Predictive Accuracy Testing in Nested Environments

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Elsevier BV, 2023

Published in: SSRN Electronic Journal (2023)
Pitarakis, Jean‐Yves

A Simple Approach for Diagnosing Instabilities in Predictive Regressions

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Wiley, 2017

Published in: Oxford Bulletin of Economics and Statistics, 79 (2017) 5, Seite 851-874
Pitarakis, Jean-Yves

Jointly testing linearity and nonstationarity within threshold autoregressions

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Elsevier BV, 2012

Published in: Economics Letters, 117 (2012) 2, Seite 411-413
Pitarakis, Jean-Yves

Jointly Testing Linearity and Nonstationarity within Threshold Autoregressions

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Elsevier BV, 2012

Published in: SSRN Electronic Journal (2012)
Pitarakis, Jean-Yves

Joint Detection of Structural Change and Nonstationarity in Autoregressions

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Elsevier BV, 2011

Published in: SSRN Electronic Journal (2011)

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