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The University of Southampton

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Econometric Theory

0916 Regime Specific Predictability in Predictive Regressions (J. Gonzalo & J. Pitarakis)
0918 Generating Functions and Short Recursions (G. Hillier, R. Kan & X. Wang)
0919 Mathematics in the Statistical Society 1883-1933 (J. Aldrich)
1007 Threshold Autoregressions Under Near Integratedness (J. Pitarakis)
1009 On the Problem of Inference for Inequality Measures for Heavy-Tailed Distributions (C. Schluter)
1010 Econometrics and Psychometrics - Rivers Out of Biometry (J. Aldrich)
1102 Joint Detection of Structural Change and Nonstationarity in Autoregressions (J. Pitarakis)
1103 Regime Specific Predictability in Predictive Regressions (J. Gonzalo & J. Pitarakis)
1109 Piecewise Local Linear Estimation of Functional Equilibrium Relationships (A. Banerjee & J. Pitarakis)
1203 Overlapping Sub-Sampling and Invariance to Initial Conditions (M.Kyriacou)
1205 Functional Cointegration: Definition and Nonparametric Estimation (J. Pitarakis & A. Banerjee)
1206 Jointly Testing Linearity and Nonstationarity Within Threshold Autoregressions (J. Pitarakis)
1307 Improved Langrange Multiplier Tests in Spatial Autogressions (F. Rossi & P. Robinson)
1311 Conditional Stochastic Dominance Tests in Dynamic Settings (J. Gonzalo & J. Olmo)
1418 Indirect Inference in Spatial Autoregression (Maria Kyriacou, Peter C. B. Phillips & Francesca Rossi)
1501 Inferring the Predictability Induced by a Persistent Regressor (J Gonzalo & J Pitarakis)
1502 A Simple Approach for Diagnosing Instabilities in Predictive Regressions (J Pitarakis)
1512 Nonlinear time varying risk aversion and strategic optimal portfolio allocation (Jose Olmo)
1803 Uncovering Regimes in Out of Sample Forecast Errors (Anibal Emiliano Da Silva, Jesus Gonzalo & Jean-Yves Pitarakis)
1804 Voting as a War of Attrition (Maksymilian Kwiek, Helia Marreiros & Michael Vlassopoulos)

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