9
H index
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i10 index
403
Citations
Jean-Yves Pitarakis : Citation Profile
University of Southampton | RESEARCH PRODUCTION: 23 Articles 25 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1994 - 2025). 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 |
|---|---|
| Oxford Bulletin of Economics and Statistics | 3 |
| Economics Letters | 2 |
| Journal of Business & Economic Statistics | 2 |
| Econometric Theory | 2 |
| International Journal of Forecasting | 2 |
| Studies in Nonlinear Dynamics & Econometrics | 2 |
Recent works citing Jean-Yves Pitarakis (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Credit Expansion and Inequality: When Does it Help and When Does it Hurt?. (2025). Elin, Muhammet Fatih. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:3:p:1054-1085. Full description at Econpapers || Download paper |
| 2025 | Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper |
| 2024 | The Inflation Attention Threshold and Inflation Surges. (2024). Pfäuti, Oliver ; Pfauti, Oliver. In: Papers. RePEc:arx:papers:2308.09480. Full description at Econpapers || Download paper |
| 2024 | A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models. (2024). Bucci, Andrea. In: Papers. RePEc:arx:papers:2406.02152. Full description at Econpapers || Download paper |
| 2025 | Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455. Full description at Econpapers || Download paper |
| 2025 | Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions. (2025). Schneider, Ulrike ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2510.07204. Full description at Econpapers || Download paper |
| 2025 | Threshold Tensor Factor Model in CP Form. (2025). Chen, Rong ; Bolivar, Stevenson ; Han, Yuefeng. In: Papers. RePEc:arx:papers:2511.19796. Full description at Econpapers || Download paper |
| 2025 | Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612. Full description at Econpapers || Download paper |
| 2024 | Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. (2024). LINTON, OLIVER ; Hong, Yongmiao ; Wang, Shouyang ; Sun, Jiajing ; McCabe, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003196. Full description at Econpapers || Download paper |
| 2024 | Predictive ability tests with possibly overlapping models. (2024). Corradi, Valentina ; Fosten, Jack ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629. Full description at Econpapers || Download paper |
| 2025 | When structural break meets threshold effect: Factor analysis under structural instabilities. (2025). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000260. Full description at Econpapers || Download paper |
| 2024 | Wage – price dynamics and financial market in a disequilibrium macro model: A Keynes – Kaldor – Minsky modeling of recession and inflation using VECM. (2024). Semmler, Willi ; Chen, PU. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:433-452. Full description at Econpapers || Download paper |
| 2024 | Exchange rate dynamics and the central banks balance sheet. (2024). Granados, Camilo ; Mann, Janelle ; Gallacher, Guillermo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001438. Full description at Econpapers || Download paper |
| 2025 | Linear and nonlinear econometric models against machine learning models: realized volatility prediction. (2025). Kili, Rehim. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-61. Full description at Econpapers || Download paper |
| 2024 | A Commentary on US Sovereign Debt Persistence and Nonlinear Fiscal Adjustment. (2024). Andric, Vladimir ; Djukic, Mihajlo ; Bodroza, Dusko. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3250-:d:1500675. Full description at Econpapers || Download paper |
| 2025 | Online Monitoring of Structural Change Points Based on Ratio-Type Statistics. (2025). Wu, Minghua ; Li, Wenjie ; Jin, Hao. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1315-:d:1636624. Full description at Econpapers || Download paper |
| 2024 | Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research. (2024). Polyzos, Efstathios ; Siriopoulos, Costas. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10429-9. Full description at Econpapers || Download paper |
| 2024 | Threshold effect in varying coefficient models with unknown heteroskedasticity. (2024). Zhang, Yuanqing ; Ai, Chunrong ; Feng, Yaqin. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:3:d:10.1007_s00180-023-01335-7. Full description at Econpapers || Download paper |
| 2025 | Coordinate gradient descent algorithm in adaptive LASSO for pure ARCH and pure GARCH models. (2025). Nair, Gopalan ; Khan, Ramzan Nazim ; Mohd, Muhammad Jaffri ; Nur, Darfiana. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:7:d:10.1007_s00180-025-01642-1. Full description at Econpapers || Download paper |
| 2024 | A joint test of predictability and structural break in predictive regressions. (2024). Fei, Yijie. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:3:d:10.1007_s00181-024-02572-5. Full description at Econpapers || Download paper |
| 2025 | Weighted forecasts from SETARs with single- and multiple thresholds. (2025). Gooijer, Jan G. ; de Gooijer, Jan G ; Niglio, Marcella. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:4:d:10.1007_s10260-025-00799-9. Full description at Econpapers || Download paper |
| 2024 | Change point in variance of fractionally integrated noise. (2024). , Daiqing ; Pang, Tianxiao. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:4:d:10.1007_s00362-023-01490-5. Full description at Econpapers || Download paper |
| 2024 | Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model. (2024). Khan, Ramzan Nazim ; Mohd, Muhammad Jaffri ; Nair, Gopalan ; Nur, Darfiana. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01472-7. Full description at Econpapers || Download paper |
Works by Jean-Yves Pitarakis:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | A Novel Approach to Predictive Accuracy Testing in Nested Environments In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2025 | A NOVEL APPROACH TO PREDICTIVE ACCURACY TESTING IN NESTED ENVIRONMENTS.(2025) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2023 | Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Out of sample predictability in predictive regressions with many predictor candidates.(2020) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | Out-of-sample predictability in predictive regressions with many predictor candidates.(2024) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2023 | Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Detecting Sparse Cointegration In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Detecting sparse cointegration.(2025) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2025 | Serial-Dependence and Persistence Robust Inference in Predictive Regressions 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 | 19 |
| 2001 | Lag Length Estimation in Large Dimensional Systems.(2001) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2001 | Lag Length Estimation in Large Dimensional Systems.(2001) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2006 | Threshold Effects in Cointegrating Relationships* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 54 |
| 2006 | Threshold effects in cointegrating relationships.(2006) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
| 2017 | A Simple Approach for Diagnosing Instabilities in Predictive Regressions In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
| 2021 | Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Uncovering regimes in out of sample forecast errors from predictive regressions.(2020) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Model Selection Uncertainty and Detection of Threshold Effects In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2004 | Model Selection Uncertainty and Detection of Threshold Effecs.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2014 | Functional cointegration: definition and nonparametric estimation In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Functional cointegration: definition and nonparametric estimation.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1994 | Comovements in Large Systems In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 12 |
| 1995 | Comovements in large systems.(1995) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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 nother 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 | 1 |
| 2021 | Spurious relationships in high-dimensional systems with strong or mild persistence.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 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 nother 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 nother 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 | 4 |
| 2013 | Estimation and inference in threshold type regime switching models.(2013) In: Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | 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 | 9 |
| 2004 | Least squares estimation and tests of breaks in mean and variance under misspecification In: Econometrics Journal. [Full Text][Citation analysis] | article | 38 |
| 2003 | Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification.(2003) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2014 | A joint test for structural stability and a unit root in autoregressions In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 3 |
| 1999 | Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2012 | Jointly testing linearity and nonstationarity within threshold autoregressions In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2012 | Jointly testing linearity and nonstationarity within threshold autoregressions.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1998 | Specification via model selection in vector error correction models In: Economics Letters. [Full Text][Citation analysis] | article | 49 |
| 2002 | Estimation and model selection based inference in single and multiple threshold models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 148 |
| 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 | 11 |
| 2003 | Joint Dynamics of Legal and Economic Integration in the European Union In: European Journal of Law and Economics. [Full Text][Citation analysis] | article | 11 |
| 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 | 2 |
| 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 | 11 |
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