Jean-Yves Pitarakis
7 published titles
Moment generating functions and further exact results for autoregressions with multiple frequency unit roots
1 edition
- University of Reading, Department of Economics
- 1996
- Details
The allocation of public consumption expenditure in the UK
1 edition
- University of Reading Department of Economics
- 1996
- Details
Lag length estimation in large dimensional systems
(Contributor)
1 edition
- University of Reading Department of Economics
- 1999
- Details
Regime specific predictability in predictive regressions
(Contributor)
1 edition
- School of Social Sciences, Economics Division, University of Southampton
- 2009
- Details
Threshold autoregressions under near integratedness
1 edition
- School of Social Sciences, Economics Division, University of Southampton
- 2010
- Details
Regime specific predictability in predictive regressions : (new version)
(Contributor)
1 edition
- School of Social Sciences, Economics Division, University of Southampton
- 2010
- Details
Joint detection of structural change and nonstationarity in autoregressions
2 editions
- School of Social Sciences, Economics Division, University of Southampton
- 2011
- Details
- University of Southampton School of Social Sciences, Economics Division
- 2011
- Details
