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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
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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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Model selection uncertainty and detection of threshold effects
Pitarakis, Jean-Yves - 2004
Persistent link: https://www.econbiz.de/10002223966
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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
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Threshold effects in multivariate error correction models
Pitarakis, Jean-Yves - 2005
Persistent link: https://www.econbiz.de/10002578618
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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
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Joint detection of structural change and nonstationarity in autoregression
Pitarakis, Jean-Yves - 2011
Persistent link: https://www.econbiz.de/10009127312
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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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Model selection uncertainty and detection of threshold effects
Pitarakis, Jean-Yves - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10009949863