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Munich Personal RePEc Archive

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Number of items: 4.

December 2010

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

February 2011

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

May 2012

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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