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Regime specific predictability in predictive regressions
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2009
Persistent link: https://www.econbiz.de/10003972205
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Threshold effects in cointegrating relationships
Gonzalo, Jesús; Pitarakis, Jean-Yves - In: Oxford bulletin of economics and statistics 68 (2006), pp. 813-833
Persistent link: https://www.econbiz.de/10003393551
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A simple approach for diagnosing instabilities in predictive regressions
Pitarakis, Jean-Yves - 2015
Persistent link: https://www.econbiz.de/10010515353
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Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2015
Persistent link: https://www.econbiz.de/10010515364
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Estimation and inference in threshold type regime switching models
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2012
Persistent link: https://www.econbiz.de/10010473009
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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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Threshold effects in cointegrating relationships
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2005
Persistent link: https://www.econbiz.de/10003229469
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Lag length estimation in large dimensional systems
Gonzalo, Jesús; Pitarakis, Jean-Yves - 1999
Persistent link: https://www.econbiz.de/10001423301
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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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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