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Information about:
Jean-Yves Pitarakis

Personal Details | Affiliation | Works
This is information that was supplied by Jean-Yves Pitarakis in registering through RePEc. If you are Jean-Yves Pitarakis , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Jean-Yves
Middle Name:
Last Name: Pitarakis
Suffix:

RePEc Short-ID: ppi10

Email:
Homepage: http://www.economics.soton.ac.uk
Postal Address: University of Southampton School of Social Sciences Economics Division Southampton, SO17 1BJ
Phone:

Affiliation

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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Gonzalo, J. & Pitarakis, J., 2005. "Threshold Effects In Cointegrating Relationships," Discussion Paper Series In Economics And Econometrics 0506, Economics Division, School of Social Sciences, University of Southampton.
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    Published as:

  2. Gonzalo, J. & Pitarakis, J., 2005. "Threshold Effects In Multivariate Error Correction Models," Discussion Paper Series In Economics And Econometrics 0501, Economics Division, School of Social Sciences, University of Southampton.

  3. Jean-Yves Pitarakis, 2004. "Model Selection Uncertainty and Detection of Threshold Effecs," Econometrics 0409013, EconWPA. [Downloadable!]
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    Published as:

  4. Jean-Yves Pitarakis, 2003. "Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification," Econometrics 0312004, EconWPA. [Downloadable!]
    Published as:

  5. Jesus Gonzalo & Jean-Yves Pitarakis, 2001. "Lag Length Estimation in Large Dimensional Systems," Econometrics 0108003, EconWPA. [Downloadable!]
    Other versions:

  6. Gonzalo, J. & Pitarakis, J.Y., 1995. "On the Exact Moments of Non-Standard Asymptotid Distributions in Non-Stationary Autoregressions with Dependent Errors," Papers 9534, Catholique de Louvain - Center for Operations Research and Economics.

Articles

  1. Jean-Yves Pitarakis, 2006. "Model Selection Uncertainty and Detection of Threshold Effects," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 10(1), pages 1256-1256. [Downloadable!] (restricted)
    Other versions:

  2. Jesús Gonzalo & Jean-Yves Pitarakis, 2006. "Threshold Effects in Cointegrating Relationships," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 813-833, December. [Downloadable!] (restricted)
    Other versions:

  3. Jean-Yves Pitarakis, 2004. "Least squares estimation and tests of breaks in mean and variance under misspecification," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 32-54, 06. [Downloadable!] (restricted)
    Other versions:

  4. Jean-Yves Pitarakis & George Tridimas, 2003. "Joint Dynamics of Legal and Economic Integration in the European Union," European Journal of Law and Economics, Springer, vol. 16(3), pages 357-368, November. [Downloadable!] (restricted)

  5. Gonzalo, Jesus & Pitarakis, Jean-Yves, 2002. "Estimation and model selection based inference in single and multiple threshold models," Journal of Econometrics, Elsevier, vol. 110(2), pages 319-352, October. [Downloadable!] (restricted)

  6. Pitarakis, Jean-Yves & Tridimas, George, 1999. "Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK," Economic Modelling, Elsevier, vol. 16(2), pages 279-291, April. [Downloadable!] (restricted)

  7. Gonzalo, Jesus & Pitarakis, Jean-Yves, 1998. "On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(1), pages 71-88, February.

  8. Gonzalo, Jesus & Pitarakis, Jean-Yves, 1998. "Specification via model selection in vector error correction models," Economics Letters, Elsevier, vol. 60(3), pages 321-328, September. [Downloadable!] (restricted)

  9. Pitarakis, Jean-Yves, 1998. "Moment Generating Functions And Further Exact Results For Seasonal Autoregressions," Econometric Theory, Cambridge University Press, vol. 14(06), pages 770-782, December. [Downloadable!]

  10. Pitarakis, Jean-Yves & Tridimas, George, 1998. "The Allocation of Public Consumption Expenditure in the UK," Applied Economics Letters, Taylor and Francis Journals, vol. 5(3), pages 197-200, March. [Downloadable!] (restricted)

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (5) 2001-09-10 2004-01-25 2004-09-30 2005-10-29 2007-03-03 Author is listed
  2. NEP-ETS: Econometric Time Series (4) 2004-01-08 2004-09-30 2005-10-29 2007-03-03 Author is listed
  3. NEP-RMG: Risk Management (1) 2004-01-08
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This page was last updated on 2008-5-15.

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