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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
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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 (with abstracts), plain text (with abstracts), 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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  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!]
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Articles

  1. Jean-Yves Pitarakis, 2008. "Comment on: Threshold Autoregressions With a Unit Root," Econometrica, Econometric Society, vol. 76(5), pages 1207-1217, 09. [Downloadable!] (restricted)

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

  3. 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)
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  4. 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:

  5. 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)

  6. 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)

  7. 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)

  8. 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!]

  9. Pitarakis, Jean-Yves, 1998. "On the bias of the OLS estimator in a nonstationary dynamic panel data model," Statistics & Probability Letters, Elsevier, vol. 38(2), pages 145-150, June. [Downloadable!] (restricted)

  10. 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.

  11. 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)

  12. 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)

  13. RePEc:bep:sndecm:10:2006:1:1256-1256 is not listed on IDEAS

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 2009-11-30.

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