7
H index
6
i10 index
276
Citations
Jean-Yves Pitarakis : Citation Profile
University of Southampton | RESEARCH PRODUCTION: 19 Articles 20 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1994 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Yves Pitarakis. | Is cited by:
| Cites to:
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Main data
Where Jean-Yves Pitarakis has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 2 |
| Studies in Nonlinear Dynamics & Econometrics | 2 |
| Oxford Bulletin of Economics and Statistics | 2 |
| Journal of Business & Economic Statistics | 2 |
Recent works citing Jean-Yves Pitarakis (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | A similarityâ€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. Full description at Econpapers || Download paper |
| 2020 | Bootstrap 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. Full description at Econpapers || Download paper |
| 2020 | Block 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. Full description at Econpapers || Download paper |
| 2021 | Resources, 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. Full description at Econpapers || Download paper |
| 2020 | Testing linear relationships between non-constant variances of economic variables. (2020). RAÃÂSSI, HAMDI ; Raissi, Hamdi ; Hirukawa, Junichi. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:182-189. Full description at Econpapers || Download paper |
| 2020 | Commodity price pass-through and inflation regimes. (2020). Lan, Hao ; Abbas, Syed. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303170. Full description at Econpapers || Download paper |
| 2021 | Cash conversion cycle and aggregate stock returns. (2021). Lin, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030029x. Full description at Econpapers || Download paper |
| 2020 | Merchant 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. Full description at Econpapers || Download paper |
| 2020 | Error-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. Full description at Econpapers || Download paper |
| 2020 | Infrastructure 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. Full description at Econpapers || Download paper |
| 2020 | Testing 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. Full description at Econpapers || Download paper |
| 2020 | Inference in Threshold Models. (2020). Wang, Yulong ; Lee, Yoonseok. In: Center for Policy Research Working Papers. RePEc:max:cprwps:223. Full description at Econpapers || Download paper |
| 2020 | The New Monetary Policy Framework - What it Means.. (2020). Rangarajan, C. In: Working Papers. RePEc:npf:wpaper:20/297. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | Investigating 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. Full description at Econpapers || Download paper |
| 2020 | State-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. Full description at Econpapers || Download paper |
| 2021 | Industrial 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. Full description at Econpapers || Download paper |
| 2020 | Reassessing 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. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
Works by Jean-Yves Pitarakis:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | A Novel Approach to Predictive Accuracy Testing in Nested Environments In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Lag length estimation in large dimensional systems In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 13 |
| 2001 | Lag Length Estimation in Large Dimensional Systems.(2001) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2001 | Lag Length Estimation in Large Dimensional Systems.(2001) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2006 | Threshold Effects in Cointegrating Relationships* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 43 |
| 2006 | Threshold effects in cointegrating relationships.(2006) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2017 | A Simple Approach for Diagnosing Instabilities in Predictive Regressions In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2006 | Model Selection Uncertainty and Detection of Threshold Effects In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2004 | Model Selection Uncertainty and Detection of Threshold Effecs.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2014 | Functional cointegration: definition and nonparametric estimation In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2012 | Functional cointegration: definition and nonparametric estimation.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1994 | Comovements in Large Systems In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 8 |
| 1995 | Comovements in large systems.(1995) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 1995 | On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 0 |
| 1995 | On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors.(1995) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Predictive Regressions In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Spurious relationships in high dimensional systems with strong or mild persistence In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Out of sample predictability in predictive regressions with many predictor candidates In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Uncovering regimes in out of sample forecast errors from predictive regressions In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Regime specific predictability in predictive regressions In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Regime Specific Predictability in Predictive Regressions.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Regime-Specific Predictability in Predictive Regressions.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2012 | Estimation and inference in threshold type regime switching models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Estimation and inference in threshold type regime switching models.(2013) In: Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | chapter | |
| 1998 | MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2008 | Comment on: Threshold Autoregressions With a Unit Root In: Econometrica. [Full Text][Citation analysis] | article | 4 |
| 2004 | Least squares estimation and tests of breaks in mean and variance under misspecification In: Econometrics Journal. [Full Text][Citation analysis] | article | 22 |
| 2003 | Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification.(2003) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2014 | A joint test for structural stability and a unit root in autoregressions In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 1999 | Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2012 | Jointly testing linearity and nonstationarity within threshold autoregressions In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2012 | Jointly testing linearity and nonstationarity within threshold autoregressions.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1998 | Specification via model selection in vector error correction models In: Economics Letters. [Full Text][Citation analysis] | article | 43 |
| 2002 | Estimation and model selection based inference in single and multiple threshold models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 104 |
| 1998 | On the bias of the OLS estimator in a nonstationary dynamic panel data model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 1998 | On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors. In: International Economic Review. [Citation analysis] | article | 6 |
| 2003 | Joint Dynamics of Legal and Economic Integration in the European Union In: European Journal of Law and Economics. [Full Text][Citation analysis] | article | 10 |
| 2011 | Joint Detection of Structural Change and Nonstationarity in Autoregressions In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1998 | The allocation of public consumption expenditure in the UK In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2017 | Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team