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~type_genre:"Aufsatz in Zeitschrift"
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ECONIS (ZBW)
17
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1
Out-of-sample predictability in predictive regressions with many predictor candidates
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1166-1178
Persistent link: https://www.econbiz.de/10014547266
Saved in:
2
Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296
Saved in:
3
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Regime-specific predictability in predictive regressions
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 229-241
Persistent link: https://www.econbiz.de/10009657358
Saved in:
7
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
Saved in:
8
Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
Saved in:
9
Model selection uncertainty and detection of threshold effects
Pitarakis, Jean-Yves
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003286571
Saved in:
10
Threshold effects in cointegrating relationships
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 813-833
Persistent link: https://www.econbiz.de/10003393551
Saved in:
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