Jean-Yves Pitarakis

University of Southampton - Division of Economics

Professor

Southampton, SO17 1BJ

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS

456

SSRN CITATIONS
Rank 19,593

SSRN RANKINGS

Top 19,593

in Total Papers Citations

19

CROSSREF CITATIONS

29

Scholarly Papers (10)

Joint Dynamics of Legal and Economic Integration in the European Union

Number of pages: 23 Posted: 16 Jul 2003
Jean-Yves Pitarakis and George Tridimas
University of Southampton - Division of Economics and Ulster University at Jordanstown - School of Policy Studies
Downloads 142 (225,999)
Citation 11

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Joint Dynamics of Legal and Economic Integration in the European Union

Posted: 16 Jul 2003
Jean-Yves Pitarakis and George Tridimas
University of Southampton - Division of Economics and Ulster University at Jordanstown - School of Policy Studies

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2.

Estimation and Model Selection Based Inference in Single and Multiple Threshold Models

Journal of Econometrics, Vol. 110, No. 2, 2002
Number of pages: 42 Posted: 08 Jun 2001 Last Revised: 27 Feb 2011
Jesús Gonzalo and Jean-Yves Pitarakis
Universidad Carlos III de Madrid - Department of Statistics and Econometrics and University of Southampton - Division of Economics
Downloads 140 (228,103)
Citation 8

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Threshold Models, Non-Linear Models, Information Criteria, Model Selection

3.

Regime Specific Predictability in Predictive Regressions

Number of pages: 32 Posted: 17 Feb 2011 Last Revised: 03 Mar 2011
Jesús Gonzalo and Jean-Yves Pitarakis
Universidad Carlos III de Madrid and University of Southampton - Division of Economics
Downloads 75 (348,351)
Citation 4

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Endogeneity, Persistence, Return Predictability, Threshold Models

4.

Jointly Testing Linearity and Nonstationarity within Threshold Autoregressions

Number of pages: 7 Posted: 26 May 2012
Jean-Yves Pitarakis
University of Southampton - Division of Economics
Downloads 21 (566,430)

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Threshold Autoregressive Models, Unit Roots, Near Unit Roots, Brownian Bridge, Augmented Dickey Fuller Test

5.

Least Squares Estimation and Tests of Breaks in Mean and Variance Under Misspecification

Number of pages: 23 Posted: 14 Jul 2004
Jean-Yves Pitarakis
University of Southampton - Division of Economics
Downloads 20 (572,807)
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Structural breaks, misspecification, variance shifts, bootstrapping

6.

Joint Detection of Structural Change and Nonstationarity in Autoregressions

Number of pages: 14 Posted: 01 Mar 2011
Jean-Yves Pitarakis
University of Southampton - Division of Economics
Downloads 18 (585,907)
Citation 2

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Structural Breaks, Unit Roots, Nonlinear Dynamics

7.

Threshold Effects in Cointegrating Relationships

Oxford Bulletin of Economics and Statistics, Vol. 68, No. S1, pp. 813-833, December 2006
Number of pages: 21 Posted: 24 Nov 2006
Jesús Gonzalo and Jean-Yves Pitarakis
Universidad Carlos III de Madrid and University of Southampton - Division of Economics
Downloads 16 (598,901)
Citation 4
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8.

Threshold Autoregressions Under Near Integratedness

Number of pages: 7 Posted: 05 Mar 2011
Jean-Yves Pitarakis
University of Southampton - Division of Economics
Downloads 14 (612,514)

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Threshold Autoregressive Models, Near Unit Root, Noncentrality Parameter, Nonlinear

9.

Lag Length Estimation in Large Dimensional Systems

Number of pages: 23 Posted: 02 Dec 2002
Jesús Gonzalo and Jean-Yves Pitarakis
Universidad Carlos III de Madrid - Department of Statistics and Econometrics and University of Southampton - Division of Economics
Downloads 10 (640,641)
Citation 1
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Dimesionality, information criteria, lag length selection, VAR

10.

A Simple Approach for Diagnosing Instabilities in Predictive Regressions

Oxford Bulletin of Economics and Statistics, Vol. 79, Issue 5, pp. 851-874, 2017
Number of pages: 24 Posted: 06 Sep 2017
Jean-Yves Pitarakis
University of Southampton - Division of Economics
Downloads 0 (732,720)
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