Details about Jean-Yves Pitarakis

Access statistics for papers by Jean-Yves Pitarakis.

Last updated 2009-11-11. Update your information in the RePEc Author Service.

Short-id: ppi10

Working Papers

2006

1. Threshold effects in cointegrating relationships
   Economics Working Papers, Universidad Carlos III, Departamento de Economía View citations
   Also in Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences (2005)
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)

2005

2. Threshold Effects In Multivariate Error Correction Models
   Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences View citations

2004

3. Model Selection Uncertainty and Detection of Threshold Effecs
   Econometrics, EconWPA
   Also in Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences (2004)
   See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2006)

2003

4. Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification
   Econometrics, EconWPA
   See also Journal Article in Econometrics Journal (2004)

2001

5. Lag Length Estimation in Large Dimensional Systems
   Econometrics, EconWPA
   Also in Econometrics, EconWPA (2001) View citations

Journal Articles

2008

1. Comment on: Threshold Autoregressions With a Unit Root
   Econometrica, 2008, 76, (5), 1207-1217

2006

2. Model Selection Uncertainty and Detection of Threshold Effects
   Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (1)
   See also Working Paper (2004)
3. Threshold Effects in Cointegrating Relationships
   Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 813-833 View citations
   See also Working Paper (2006)

2004

4. Least squares estimation and tests of breaks in mean and variance under misspecification
   Econometrics Journal, 2004, 7, (1), 32-54 View citations
   See also Working Paper (2003)

2003

5. Joint Dynamics of Legal and Economic Integration in the European Union
   European Journal of Law and Economics, 2003, 16, (3), 357-368 View citations

2002

6. Estimation and model selection based inference in single and multiple threshold models
   Journal of Econometrics, 2002, 110, (2), 319-352 View citations

1999

7. Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK
   Economic Modelling, 1999, 16, (2), 279-291 View citations

1998

8. MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS
   Econometric Theory, 1998, 14, (06), 770-782
9. On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors
   International Economic Review, 1998, 39, (1), 71-88 View citations
10. On the bias of the OLS estimator in a nonstationary dynamic panel data model
    Statistics & Probability Letters, 1998, 38, (2), 145-150
11. Specification via model selection in vector error correction models
    Economics Letters, 1998, 60, (3), 321-328 View citations
12. The Allocation of Public Consumption Expenditure in the UK
    Applied Economics Letters, 1998, 5, (3), 197-200 View citations