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Jean-Yves Pitarakis

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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

Economics Division
University of Southampton
Location: Southampton, United Kingdom
Homepage: http://www.economics.soton.ac.uk/
Email:
Phone: (+44) 23 80592537
Fax: (+44) 23 80593858
Postal: Highfield, Southampton SO17 1BJ
Handle: RePEc:edi:desotuk (more details at EDIRC)

Works

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Working papers

  1. Jesús Gonzalo & Jean-Yves Pitarakis, 2012. "Estimation and inference in threshold type regime switching models," Economics Working Papers we1204, Universidad Carlos III, Departamento de Economía.
  2. Pitarakis, Jean-Yves, 2012. "Jointly testing linearity and nonstationarity within threshold autoregressions," MPRA Paper 38845, University Library of Munich, Germany.
  3. Pitarakis, Jean-Yves, 2012. "Functional cointegration: definition and nonparametric estimation," MPRA Paper 38846, University Library of Munich, Germany.
  4. Pitarakis, Jean-Yves & Banerjee, Anurag, 2011. "Piecewise local linear estimation of functional equilibrium relationships," Discussion Paper Series In Economics And Econometrics 1109, Economics Division, School of Social Sciences, University of Southampton.
  5. Pitarakis, Jean-Yves, 2011. "Joint Detection of Structural Change and Nonstationarity in Autoregressions," MPRA Paper 29189, University Library of Munich, Germany.
  6. Gonzalo, Jesus & Pitarakis, Jean-Yves, 2010. "Regime specific predictability in predictive regressions," Discussion Paper Series In Economics And Econometrics 0916, Economics Division, School of Social Sciences, University of Southampton.
  7. 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.
  8. Gonzalo, Jesùs & Pitarakis, Jean-Yves, 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.
  9. Jean-Yves Pitarakis, 2004. "Model Selection Uncertainty and Detection of Threshold Effecs," Econometrics 0409013, EconWPA.
  10. Jean-Yves Pitarakis, 2003. "Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification," Econometrics 0312004, EconWPA.
  11. Jesus Gonzalo & Jean-Yves Pitarakis, 2001. "Lag Length Estimation in Large Dimensional Systems," Econometrics 0108003, EconWPA.
  12. GONZALO , Jesus & PITARAKIS , Jean-Yves, 1995. "On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors," CORE Discussion Papers 1995034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  13. GONZALO, Jesus & PITARAKIS, Jean-Yves, 1994. "Comovements in Large Systems," CORE Discussion Papers 1994065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Pitarakis, Jean-Yves, 2012. "Jointly testing linearity and nonstationarity within threshold autoregressions," Economics Letters, Elsevier, vol. 117(2), pages 411-413.
  2. Jes�s Gonzalo & Jean-Yves Pitarakis, 2011. "Regime-Specific Predictability in Predictive Regressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 229-241, June.
  3. Jean-Yves Pitarakis, 2008. "Comment on: Threshold Autoregressions With a Unit Root," Econometrica, Econometric Society, vol. 76(5), pages 1207-1217, 09.
  4. Jes�s 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.
  5. Pitarakis Jean-Yves, 2006. "Model Selection Uncertainty and Detection of Threshold Effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(1), pages 1-30, March.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Jean-Yves Pitarakis & George Tridimas, 1998. "The allocation of public consumption expenditure in the UK," Applied Economics Letters, Taylor & Francis Journals, vol. 5(3), pages 197-200.
  12. 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.
  13. 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.
  14. 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.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2012-06-13
  2. NEP-ECM: Econometrics (9) 2001-09-10 2004-01-25 2004-09-30 2005-10-29 2007-03-03 2010-01-30 2011-03-19 2012-05-22 2012-05-22. Author is listed
  3. NEP-ETS: Econometric Time Series (7) 2004-01-08 2004-09-30 2005-10-29 2007-03-03 2011-03-19 2012-05-22 2012-05-22. Author is listed
  4. NEP-FOR: Forecasting (1) 2011-03-19
  5. NEP-HIS: Business, Economic & Financial History (1) 2012-06-13
  6. NEP-RMG: Risk Management (1) 2004-01-08

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