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Pitarakis, Jean-Yves's
Scholarly Papers
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Total Downloads
386 |
Total
Citations
15 |
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Gonzalo, Jesús Universidad Carlos III de Madrid - Department of Statistics and Econometrics Pitarakis, Jean-Yves University of Southampton - Division of Economics
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08 Jun 01
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27 Feb 11
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129
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Threshold Models, Non-Linear Models, Information Criteria, Model Selection
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Joint Dynamics of Legal and Economic Integration in the European Union
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Pitarakis, Jean-Yves University of Southampton - Division of Economics Tridimas, George University of Ulster at Jordanstown - School of Policy Studies
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125
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Pitarakis, Jean-Yves University of Southampton - Division of Economics Tridimas, George University of Ulster at Jordanstown - School of Policy Studies
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Pitarakis, Jean-Yves University of Southampton - Division of Economics Tridimas, George University of Ulster at Jordanstown - School of Policy Studies
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Gonzalo, Jesús Universidad Carlos III de Madrid Pitarakis, Jean-Yves University of Southampton - Division of Economics
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17 Feb 11
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03 Mar 11
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58
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Endogeneity, Persistence, Return Predictability, Threshold Models
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Pitarakis, Jean-Yves University of Southampton - Division of Economics
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Structural breaks, misspecification, variance shifts, bootstrapping
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Gonzalo, Jesús Universidad Carlos III de Madrid Pitarakis, Jean-Yves University of Southampton - Division of Economics
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Pitarakis, Jean-Yves University of Southampton - Division of Economics
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13
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Structural Breaks, Unit Roots, Nonlinear Dynamics
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Pitarakis, Jean-Yves University of Southampton - Division of Economics
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10
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Threshold Autoregressive Models, Unit Roots, Near Unit Roots, Brownian Bridge, Augmented Dickey Fuller Test
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Gonzalo, Jesús Universidad Carlos III de Madrid - Department of Statistics and Econometrics Pitarakis, Jean-Yves University of Southampton - Division of Economics
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10
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Dimesionality, information criteria, lag length selection, VAR
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9.
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Pitarakis, Jean-Yves University of Southampton - Division of Economics
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5
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Threshold Autoregressive Models, Near Unit Root, Noncentrality Parameter, Nonlinear
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Records 1 -
9
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