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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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Regime specific predictability in predictive regressions
Pitarakis, Jean-Yves; Gonzalo, Jesús - 2009
Persistent link: https://www.econbiz.de/10003920780
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Regime specific predictability in predictive regressions
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2009
Persistent link: https://www.econbiz.de/10003972205
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A simple approach for diagnosing instabilities in predictive regressions
Pitarakis, Jean-Yves - 2015
Persistent link: https://www.econbiz.de/10010515353
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Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2015
Persistent link: https://www.econbiz.de/10010515364
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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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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
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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
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Regime specific predictability in predictive regression
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2011 - New version
Persistent link: https://www.econbiz.de/10009127303
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Uncovering regimes in out of sample forecast errors from predictive regressions
Silva Neto, Aníbal Emiliano da; Gonzalo, Jesús; … - 2020
Persistent link: https://www.econbiz.de/10012501495