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Threshold autoregressions under near integratedness
Pitarakis, Jean-Yves - 2010
Persistent link: https://www.econbiz.de/10003982442
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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
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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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Jointly testing linearity and nonstationarity within threshold autoregressions
Pitarakis, Jean-Yves - 2012
Persistent link: https://www.econbiz.de/10009672417
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Functional cointegration : definition and nonparametric estimation
Pitarakis, Jean-Yves; Banerjee, Anurag Narayan - 2012
Persistent link: https://www.econbiz.de/10009672420
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Piecewise local linear estimation of functional equilibrium relationships
Banerjee, Anurag Narayan; Pitarakis, Jean-Yves - 2011
Persistent link: https://www.econbiz.de/10009672758
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On the exact moments of asymptotic distributions in an unstable AR(1) with dependent errors
Gonzalo, Jesús - In: International economic review 39 (1998) 1, pp. 71-88
Persistent link: https://www.econbiz.de/10001236210
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Specification via model selection in vector error correction models
Gonzalo, Jesús - In: Economics letters 60 (1998) 3, pp. 321-328
Persistent link: https://www.econbiz.de/10001251671
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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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Cointegration analysis in large systems
Pitarakis, Jean-Yves - 1995
Persistent link: https://www.econbiz.de/10000916321