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Research project

Pitarakis ESRC Episodic predictability in models with persistent variables and endogeneity: Detection and Estimation

Staff

Lead researchers

Professor Jean-Yves Pitarakis

Professor of Economics
Research interests
  • Predictive accuracy testing
  • Predictive regressions
  • Model selection and evaluation
Connect with Jean-Yves

Email: J.Pitarakis@soton.ac.uk

Research outputs

Jean-Yves Pitarakis, 2014, Computational Statistics & Data Analysis, 76, 577-587
DOI:
Type: article
Jesus Gonzalo & Jean-Yves Pitarakis, 2013
DOI:
Type: bookChapter
Jean-Yves Pitarakis, 2012, Economics Letters, 117(2), 411-413
DOI:
Type: article
Jean-Yves Pitarakis & Jesus Gonzalo, 2012, Journal of Business and Economic Statistics, 30(2), 229-241
DOI:
Type: article
J. Pitarakis, 2011
Type: workingPaper