Jean-Yves Pitarakis : Citation Profile


Are you Jean-Yves Pitarakis?

University of Southampton

7

H index

6

i10 index

276

Citations

RESEARCH PRODUCTION:

19

Articles

20

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1994 - 2020). See details.
   Cites by year: 10
   Journals where Jean-Yves Pitarakis has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 17 (5.8 %)

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   Permalink: http://citec.repec.org/ppi10
   Updated: 2021-04-17    RAS profile: 2021-01-11    
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Relations with other researchers


Works with:

Gonzalo, Jesus (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Yves Pitarakis.

Is cited by:

Mann, Janelle (7)

Gonzalo, Jesus (7)

Chen, Haiqiang (6)

Perron, Pierre (6)

Osborn, Denise (6)

Boldea, Otilia (6)

Guillén, Osmani (6)

Sephton, Peter (6)

Tan, Chih Ming (6)

Galvão, Ana (6)

Olmo, Jose (5)

Cites to:

Hansen, Bruce (25)

Phillips, Peter (19)

Gonzalo, Jesus (18)

Stock, James (13)

Perron, Pierre (13)

Andrews, Donald (11)

Campbell, John (10)

Yogo, Motohiro (8)

Caner, Mehmet (7)

McCracken, Michael (7)

Bai, Jushan (7)

Main data


Where Jean-Yves Pitarakis has published?


Journals with more than one article published# docs
Economics Letters2
Studies in Nonlinear Dynamics & Econometrics2
Oxford Bulletin of Economics and Statistics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía7
Econometrics / University Library of Munich, Germany4
MPRA Paper / University Library of Munich, Germany4
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística2

Recent works citing Jean-Yves Pitarakis (2021 and 2020)


YearTitle of citing document
2020A similarity‐based approach for macroeconomic forecasting. (2020). Marcellino, Massimiliano ; Kapetanios, G ; Dendramis, Y. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:801-827.

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2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690.

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2020Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification. (2020). Baek, Changryong ; Lee, Taewook . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:150:y:2020:i:c:s0167947320300876.

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2021Resources, conflict, and economic development in Africa. (2021). Nyshadham, Anant ; Khanna, Gaurav ; Fenske, James ; Adhvaryu, Achyuta. In: Journal of Development Economics. RePEc:eee:deveco:v:149:y:2021:i:c:s0304387820301735.

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2020Testing linear relationships between non-constant variances of economic variables. (2020). RAÏSSI, HAMDI ; Raissi, Hamdi ; Hirukawa, Junichi. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:182-189.

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2020Commodity price pass-through and inflation regimes. (2020). Lan, Hao ; Abbas, Syed. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303170.

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2021Cash conversion cycle and aggregate stock returns. (2021). Lin, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030029x.

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2020Merchant hubs and spatial disparities in the private enforcement of international trade regimes. (2020). Wijtvliet, Wessel ; Lampach, Nicolas ; Dyevre, Arthur. In: International Review of Law and Economics. RePEc:eee:irlaec:v:64:y:2020:i:c:s0144818820301599.

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2020Error-correction factor models for high-dimensional cointegrated time series. (2020). Zhang, Rongmao ; Yao, Qiwei ; Tu, Yundong. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106994.

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2020Infrastructure Investment, Labor Productivity, and International Competitiveness: The Case of Portugal. (2020). Pereira, Rui Manuel. In: Journal of Economic Development. RePEc:jed:journl:v:45:y:2020:i:2:p:1-29.

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2020Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model. (2020). Cai, Zongwu ; Ling, Shiqing ; Qingling, Shi ; Liu, Mengya ; Zhu, Fukang. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202021.

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2020Inference in Threshold Models. (2020). Wang, Yulong ; Lee, Yoonseok. In: Center for Policy Research Working Papers. RePEc:max:cprwps:223.

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2020The New Monetary Policy Framework - What it Means.. (2020). Rangarajan, C. In: Working Papers. RePEc:npf:wpaper:20/297.

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2020The impact of credit for house price overvaluations in the euro area: Evidence from threshold models. (2020). Dreger, Christian ; Roffia, Barbara ; Gerdesmeier, Dieter. In: MPRA Paper. RePEc:pra:mprapa:99523.

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2020Investigating the environmental Kuznets’s curve for Sweden: evidence from multivariate adaptive regression splines (MARS). (2020). Shahbaz, Muhammad ; Khraief, Naceur ; Mahalik, Mantu Kumar. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:4:d:10.1007_s00181-019-01698-1.

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2020State-dependent biases and the quality of China’s preliminary GDP announcements. (2020). Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01751-z.

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2021Industrial agglomeration and environmental pollution: based on the specialized and diversified agglomeration in the Yangtze River Delta. (2021). Xie, Menglu ; Liu, Suxia ; Zhu, Yingming ; Pei, YU. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:3:d:10.1007_s10668-020-00756-4.

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2020Reassessing the environmental Kuznets curve: a summability approach for emerging market economies. (2020). Bozoklu, Seref ; Ataer, Sinan ; Demir, Oguz A. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:3:d:10.1007_s40822-019-00127-z.

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2020The New Monetary Policy Framework: What it Means. (2020). Chakravarty, Rangarajan. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:2:d:10.1007_s40953-020-00210-2.

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Works by Jean-Yves Pitarakis:


YearTitleTypeCited
2020A Novel Approach to Predictive Accuracy Testing in Nested Environments In: Papers.
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paper0
2002Lag length estimation in large dimensional systems In: Journal of Time Series Analysis.
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article13
2001Lag Length Estimation in Large Dimensional Systems.(2001) In: Econometrics.
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paper
2001Lag Length Estimation in Large Dimensional Systems.(2001) In: Econometrics.
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This paper has another version. Agregated cites: 13
paper
2006Threshold Effects in Cointegrating Relationships* In: Oxford Bulletin of Economics and Statistics.
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article43
2006Threshold effects in cointegrating relationships.(2006) In: UC3M Working papers. Economics.
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This paper has another version. Agregated cites: 43
paper
2017A Simple Approach for Diagnosing Instabilities in Predictive Regressions In: Oxford Bulletin of Economics and Statistics.
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article1
2006Model Selection Uncertainty and Detection of Threshold Effects In: Studies in Nonlinear Dynamics & Econometrics.
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article3
2004Model Selection Uncertainty and Detection of Threshold Effecs.(2004) In: Econometrics.
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This paper has another version. Agregated cites: 3
paper
2014Functional cointegration: definition and nonparametric estimation In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2012Functional cointegration: definition and nonparametric estimation.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
1994Comovements in Large Systems In: LIDAM Discussion Papers CORE.
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paper8
1995Comovements in large systems.(1995) In: DES - Working Papers. Statistics and Econometrics. WS.
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paper
1995On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors In: LIDAM Discussion Papers CORE.
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paper0
1995On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors.(1995) In: DES - Working Papers. Statistics and Econometrics. WS.
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paper
2019Predictive Regressions In: UC3M Working papers. Economics.
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paper0
2020Spurious relationships in high dimensional systems with strong or mild persistence In: UC3M Working papers. Economics.
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paper0
2020Out of sample predictability in predictive regressions with many predictor candidates In: UC3M Working papers. Economics.
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paper0
2020Uncovering regimes in out of sample forecast errors from predictive regressions In: UC3M Working papers. Economics.
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paper0
2010Regime specific predictability in predictive regressions In: UC3M Working papers. Economics.
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paper6
2010Regime Specific Predictability in Predictive Regressions.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 6
paper
2011Regime-Specific Predictability in Predictive Regressions.(2011) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 6
article
2012Estimation and inference in threshold type regime switching models In: UC3M Working papers. Economics.
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paper3
2013Estimation and inference in threshold type regime switching models.(2013) In: Chapters.
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chapter
1998MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS In: Econometric Theory.
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article1
2008Comment on: Threshold Autoregressions With a Unit Root In: Econometrica.
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article4
2004Least squares estimation and tests of breaks in mean and variance under misspecification In: Econometrics Journal.
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article22
2003Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification.(2003) In: Econometrics.
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This paper has another version. Agregated cites: 22
paper
2014A joint test for structural stability and a unit root in autoregressions In: Computational Statistics & Data Analysis.
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article1
1999Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK In: Economic Modelling.
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article2
2012Jointly testing linearity and nonstationarity within threshold autoregressions In: Economics Letters.
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article1
2012Jointly testing linearity and nonstationarity within threshold autoregressions.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
1998Specification via model selection in vector error correction models In: Economics Letters.
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article43
2002Estimation and model selection based inference in single and multiple threshold models In: Journal of Econometrics.
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article104
1998On the bias of the OLS estimator in a nonstationary dynamic panel data model In: Statistics & Probability Letters.
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article0
1998On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors. In: International Economic Review.
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article6
2003Joint Dynamics of Legal and Economic Integration in the European Union In: European Journal of Law and Economics.
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article10
2011Joint Detection of Structural Change and Nonstationarity in Autoregressions In: MPRA Paper.
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1998The allocation of public consumption expenditure in the UK In: Applied Economics Letters.
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article1
2017Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model In: Journal of Business & Economic Statistics.
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article3

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