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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Pitarakis, Jean-Yves
Showing results 1 to 13 of 13
| Issue Date | Title | Author(s) | Type | | Sep-1995 | Comovements in large systems | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | workingPaper |
| 1999 | Dimensionality effect in cointegration analysis | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | bookPart |
| Jan-2012 | Estimation and inference in threshold type regime switching models | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | workingPaper |
| Oct-2002 | Estimation and model selection based inference in single and multiple threshold models | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | article |
| Jul-2002 | Lag length estimation in large dimensional systems | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | article |
| Feb-1998 | On the exact moments of asymptotic distributions in an unstable Ar(1) with dependent errors | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | article |
| Sep-1995 | On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | workingPaper |
| Dec-2010 | Regime specific predictability in predictive regressions | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | workingPaper |
| 24-May-2012 | Regime-specific predictability in predictive regressions | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | article |
| Sep-1998 | Specification via model selection in vector error correction models | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | article |
| Nov-2006 | Threshold Effects in Cointegrating Relationships | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | article |
| 21-Jun-2006 | Threshold effects in cointegrating relationships | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | workingPaper |
| Feb-2006 | Threshold Effects in Multivariate Error Correction Models | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | bookPart |
Showing results 1 to 13 of 13
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