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Professor Jean-Yves Pitarakis

Professor Jean-Yves Pitarakis

Professor of Economics

Research interests

  • Predictive regressions
  • Model selection and evaluation
  • Large dimensional models

More research

Accepting applications from PhD students.

Connect with Jean-Yves

Email: j.pitarakis@soton.ac.uk

Address: B58, West Highfield Campus, University Road, SO17 1BJ (View in Google Maps)

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Research Publications Supervision Biography

Research

Research interests

  • Predictive regressions
  • Model selection and evaluation
  • Large dimensional models

Research projects

Active projects

NOVEL APPROACHES TO COMPARING THE PREDICTIVE ACCURACY OF NESTED MODELS IN DATA RICH AND HETEROGENEOUS PREDICTOR ENVIRONMENTS
Sponsor: ESRC

Completed projects

Pitarakis ESRC Episodic predictability in models with persistent variables and endogeneity: Detection and Estimation
Sponsor: ESRC
Pitarakis BA small award
Sponsor: British Academy
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