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21
Functional cointegration : definition and nonparametric estimation
Pitarakis, Jean-Yves
;
Banerjee, Anurag Narayan
-
2012
Persistent link: https://www.econbiz.de/10009672420
Saved in:
22
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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23
Threshold effects in cointegrating relationships
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2005
Persistent link: https://www.econbiz.de/10003229469
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24
Lag length estimation in large dimensional systems
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
1999
Persistent link: https://www.econbiz.de/10001423301
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25
Total expenditure endogeneity in a system of demand for public consmumption expenditures in the UK
Pitarakis, Jean-Yves
;
Tridimas, George
- In:
Economic modelling
16
(
1999
)
2
,
pp. 279-291
Persistent link: https://www.econbiz.de/10001426381
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26
Estimation and model selection based inference in single and multiple threshold models
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 319-352
Persistent link: https://www.econbiz.de/10001703519
Saved in:
27
Joint dynamics of legal and economic integration in the European Union
Pitarakis, Jean-Yves
;
Tridimas, George
- In:
European journal of law and economics
16
(
2003
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10001791276
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28
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
Saved in:
29
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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30
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
1995
Persistent link: https://www.econbiz.de/10000918204
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