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Jean-Yves Pitarakis

Institution: University of Southampton

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/view/jpitarakis

First Publication: 1998

Most Recent: 2025

RePEc ID: ppi10 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 4.71 0.00 4.71 81%
Last 10 Years 0.00 2.02 6.73 0.00 8.75 85%
All Time 0.00 6.05 9.75 2.02 17.83 93%

Publication Statistics

Raw Publications 13
Coauthorship-Adjusted Count 16.83

Publications (13)

Year Article Journal Tier Authors
2025 A NOVEL APPROACH TO PREDICTIVE ACCURACY TESTING IN NESTED ENVIRONMENTS Econometric Theory B 1
2024 Out-of-sample predictability in predictive regressions with many predictor candidates International Journal of Forecasting B 2
2021 Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions Oxford Bulletin of Economics and Statistics B 3
2021 Spurious relationships in high-dimensional systems with strong or mild persistence International Journal of Forecasting B 2
2017 Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model Journal of Business & Economic Statistics A 2
2017 A Simple Approach for Diagnosing Instabilities in Predictive Regressions Oxford Bulletin of Economics and Statistics B 1
2012 Jointly testing linearity and nonstationarity within threshold autoregressions Economics Letters C 1
2011 Regime-Specific Predictability in Predictive Regressions Journal of Business & Economic Statistics A 2
2006 Threshold Effects in Cointegrating Relationships* Oxford Bulletin of Economics and Statistics B 2
2002 Estimation and model selection based inference in single and multiple threshold models Journal of Econometrics A 2
1999 Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK Economic Modeling C 2
1998 Specification via model selection in vector error correction models Economics Letters C 2
1998 MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS Econometric Theory B 1