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1
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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2
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:
3
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:
4
Least squares estimation and tests of breaks in mean and variance under misspecification
Pitarakis, Jean-Yves
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 32-54
Persistent link: https://www.econbiz.de/10002121938
Saved in:
5
Moment generating functions and further exact results for seasonal autoregressions
Pitarakis, Jean-Yves
- In:
Econometric theory
14
(
1998
)
6
,
pp. 770-782
Persistent link: https://www.econbiz.de/10001352158
Saved in:
6
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:
7
The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions
Wan, Alan T. K.
;
Zou, Guohua
;
Banerjee, Anurag Narayan
- In:
Economics letters
94
(
2007
)
2
,
pp. 213-219
Persistent link: https://www.econbiz.de/10003417261
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8
Skating on thin ice : rule changes and team strategies in the NHL
Banerjee, Anurag Narayan
;
Swinnen, Johan F. M.
; …
- In:
The Canadian journal of economics
40
(
2007
)
2
,
pp. 493-514
Persistent link: https://www.econbiz.de/10003492915
Saved in:
9
Informed momentum trading versus uninformed “naive” investors strategies
Banerjee, Anurag Narayan
;
Hung, Chi-Hsiou
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 3077-3089
Persistent link: https://www.econbiz.de/10009374559
Saved in:
10
The dynamics of income growth and poverty : evidence from districts in India
Banerjee, Anurag Narayan
;
Banik, Nilanjan
; …
- In:
Development policy review
33
(
2015
)
3
,
pp. 293-312
Persistent link: https://www.econbiz.de/10011289327
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