Articles with public access mandates - Jean-Yves PitarakisLearn more
Not available anywhere: 1
A joint test for structural stability and a unit root in autoregressions
JY Pitarakis
Computational Statistics & Data Analysis 76, 577-587, 2014
Mandates: UK Economic and Social Research Council
Available somewhere: 9
Regime-specific predictability in predictive regressions
J Gonzalo, JY Pitarakis
Journal of Business & Economic Statistics 30 (2), 229-241, 2012
Mandates: Government of Spain
Inferring the predictability induced by a persistent regressor in a predictive threshold model
J Gonzalo, JY Pitarakis
Journal of Business & Economic Statistics 35 (2), 202-217, 2017
Mandates: UK Economic and Social Research Council, Government of Spain
Estimation and inference in threshold type regime switching models
J Gonzalo, JY Pitarakis
Handbook of research methods and applications in empirical macroeconomics …, 2013
Mandates: UK Economic and Social Research Council
Spurious relationships in high-dimensional systems with strong or mild persistence
J Gonzalo, JY Pitarakis
International Journal of Forecasting 37 (4), 1480-1497, 2021
Mandates: Government of Spain
Functional cointegration: definition and nonparametric estimation
A Banerjee, JY Pitarakis
Studies in Nonlinear Dynamics & Econometrics 18 (5), 507-520, 2014
Mandates: UK Economic and Social Research Council
A novel approach to predictive accuracy testing in nested environments
JY Pitarakis
Econometric Theory, 1-44, 2023
Mandates: UK Economic and Social Research Council
Out-of-sample predictability in predictive regressions with many predictor candidates
J Gonzalo, JY Pitarakis
International Journal of Forecasting 40 (3), 1166-1178, 2024
Mandates: UK Economic and Social Research Council
Uncovering regimes in out of sample forecast errors from predictive regressions
A Emiliano Da Silva Neto, J Gonzalo, JY Pitarakis
Oxford Bulletin of Economics and Statistics 83 (3), 713-741, 2021
Mandates: Government of Spain
Uncovering regimes in out of sample forecast errors
A Emiliano Da Silva Neto, J Gonzalo, JY Pitarakis
Oxford Bulletin of Economics and Statistics, 2020
Mandates: Government of Spain
Publication and funding information is determined automatically by a computer program