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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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Comovements in large systems
Gonzalo, Jesús; Pitarakis, Jean-Yves - 1994
Persistent link: https://www.econbiz.de/10000908536
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Estimation and model selection based inference in single and multiple threshold models
Gonzalo, Jesús (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001562965
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Cointegration analysis in large systems
Pitarakis, Jean-Yves - 1995
Persistent link: https://www.econbiz.de/10000916321
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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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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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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
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Out of sample predictability in predictive regressions with many predictor candidates
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2020
Persistent link: https://www.econbiz.de/10012501524