Jean-Yves Pitarakis is a Professor of Economics (currently 0.75 FTE) at the University of Southampton. He completed his PhD in Economics at Boston University in 1995 and previously held positions at Boston University, Universite Catholique de Louvain (CORE), University of Reading and McGill University. His research interests are in Econometrics, Statistical Theory and Applied Econometrics.
- Predictive regressions
- Model selection and evaluation
- Large dimensional models
Forecasting in high dimensional settings; Model selection; Forecast evaluation;
Professor of Economics at the University of Southampton since 09/2008. Previous posts at the University of Reading (UK), McGill University (Canada), Universite Catholique de Louvain (Belgium) and Boston University (USA)