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Munich Personal RePEc Archive

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Group by: Date | Item ID
Jump to: 29189 | 29190 | 38845 | 38846
Number of items: 4.

29189

Pitarakis, Jean-Yves (2011): Joint Detection of Structural Change and Nonstationarity in Autoregressions.

29190

Gonzalo, Jesus and Pitarakis, Jean-Yves (2010): Regime Specific Predictability in Predictive Regressions.

38845

Pitarakis, Jean-Yves (2012): Jointly testing linearity and nonstationarity within threshold autoregressions.

38846

Pitarakis, Jean-Yves (2012): Functional cointegration: definition and nonparametric estimation.

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