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Jean-Yves Pitarakis
0916 Regime Specific Predictability in Predictive Regressions (J. Gonzalo & J. Pitarakis)
1007 Threshold Autoregressions Under Near Integratedness (J. Pitarakis)
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)
1205 Functional Cointegration: Definition and Nonparametric Estimation (J. Pitarakis & A. Banerjee)
1206 Jointly Testing Linearity and Nonstationarity Within Threshold Autoregressions (J. Pitarakis)
1501 Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model
1502 A Simple Approach for Diagnosing Instabilities in Predictive Regressions (J. Pitarakis)
1803 Uncovering Regimes in Out of Sample Forecast Errors (Anibal Emiliano Da Silva, Jesus Gonzalo & Jean-Yves Pitarakis)
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