← All authors Jean-Yves Pitarakis University of Southampton (from arXiv:2502.00475, 2025) · ORCID · OpenAlex
27 papers in scope · 25 published · 4 on the econ.EM arXiv · 710 citations · h-index 11 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Ovidijus Stauskas Alessandro Morico Luca Margaritella Claudio Lissona Christis Katsouris Jesús Gonzalo Lorenzo Tonni Ulrike Schneider Karsten Reichold Matteo Barigozzi Bart Keijsers Esther Ruiz Jan Ditzen Matteo Luciani Seunghyeon Lee Seunghyun Moon Changryong Baek Marc Hallin Mikkel Plagborg-Møller Stephan Smeekes Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (5 of 27)
published 2026 · Oxford Bulletin of Economics and Statistics
working paper 2025 · arXiv
working paper 2023 · arXiv
published 2023 · International Journal of Forecasting · 2 citations
published 2023 · Econometric Theory · 7 citations · first circulated 2020
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions*
published 2021 · Oxford Bulletin of Economics and Statistics · first circulated 2018
Spurious relationships in high-dimensional systems with strong or mild persistence
published 2020 · International Journal of Forecasting · 6 citations
A Simple Approach for Diagnosing Instabilities in Predictive Regressions
published 2017 · Oxford Bulletin of Economics and Statistics · 8 citations · first circulated 2015
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model
published 2016 · Journal of Business and Economic Statistics · 19 citations
Functional cointegration: definition and nonparametric estimation
published 2014 · Studies in Nonlinear Dynamics and Econometrics · 4 citations · first circulated 2012
with Anurag Banerjee
A joint test for structural stability and a unit root in autoregressions
published 2012 · Computational Statistics & Data Analysis · 6 citations
Jointly testing linearity and nonstationarity within threshold autoregressions
published 2012 · Economics Letters · 1 citations
Regime-Specific Predictability in Predictive Regressions
published 2012 · Journal of Business and Economic Statistics · 45 citations · first circulated 2010
Threshold Autoregressions with a Unit Root Revisited
published 2008 · Econometrica
Comment on: Threshold Autoregressions With a Unit Root
published 2008 · Econometrica · 17 citations
Threshold Effects in Cointegrating Relationships*
published 2006 · Oxford Bulletin of Economics and Statistics · 106 citations
Model Selection Uncertainty and Detection of Threshold Effects
published 2006 · Studies in Nonlinear Dynamics and Econometrics · 13 citations · first circulated 2004
Least squares estimation and tests of breaks in mean and variance under misspecification
published 2004 · Econometrics Journal · 49 citations · first circulated 2003
Joint Dynamics of Legal and Economic Integration in the European Union
published 2003 · European Journal of Law and Economics · 49 citations
with George Tridimas
Estimation and model selection based inference in single and multiple threshold models
published 2002 · Journal of Econometrics · 250 citations · first circulated 2001
Lag length estimation in large dimensional systems
published 2002 · Journal of Time Series Analysis · 15 citations
Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK
published 1999 · Economic Modelling · 10 citations
with George Tridimas
MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS
published 1998 · Econometric Theory · 5 citations
Specification via model selection in vector error correction models
published 1998 · Economics Letters · 74 citations
On the bias of the OLS estimator in a nonstationary dynamic panel data model
published 1998 · Statistics & Probability Letters · 2 citations
The allocation of public consumption expenditure in the UK
published 1998 · Applied Economics Letters · 4 citations
with George Tridimas
On the Exact Moments of Asymptotic Distributions in an Unstable Ar(1) with Dependent Errors
published 1998 · International Economic Review · 18 citations
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