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Estimation and inference in threshold type regime switching models
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2012
Persistent link: https://www.econbiz.de/10010473009
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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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Total expenditure endogeneity and the allocation of public consumption expenditures in the UK
Pitarakis, Jean-Yves; Tridimas, George - 1998
Persistent link: https://www.econbiz.de/10000998651
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Estimation and inference in threshold type regime switching models
Gonzalo, Jesús; Pitarakis, Jean-Yves - In: Handbook of research methods and applications in …, (pp. 189-205). 2013
Persistent link: https://www.econbiz.de/10010206806
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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