Gonzalo, Jesus and Pitarakis, Jean-Yves (2010): Regime Specific Predictability in Predictive Regressions.
Pitarakis, Jean-Yves (2011): Joint Detection of Structural Change and Nonstationarity in Autoregressions.
Pitarakis, Jean-Yves (2012): Functional cointegration: definition and nonparametric estimation.
Pitarakis, Jean-Yves (2012): Jointly testing linearity and nonstationarity within threshold autoregressions.
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