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Jean-Yves Pitarakis

  Ph.D,  Boston University 1995

Reader
Division of Economics
University of Southampton
Great Britain

2002 -

 

 

 Lecturer in Economics,
University of Reading,
1996 - 2002

 Assistant Professor of Economics (visiting),
McGill University,
1998

CORE Fellow,
1995

 


 

 Selected Publications:

"Least Squares Estimation and Tests of Breaks in Mean
and Variance under Misspecification"
Econometrics Journal, 7, 2004, 32-54

Estimation and Model Selection Based Inference in Single
and Multiple Threshold Models (with J. Gonzalo),
Journal of Econometrics, 110, 2002, 319-352

  Lag Length Estimation in Large Dimensional Systems
(with J. Gonzalo),
Journal of Time Series Analysis, 23, 2002, 401-423

"Moment Generating Functions and Further Exact Results
for Seasonal Autoregressions"
Econometric Theory, 14, 1998, 770-782

"On the OLS Bias in Dynamic Panel Data Models"
Statistics and Probability Letters, 38, 1998, 145-150

"On the Exact Moments of a Nonstandard Asymptotic Distribution
in an Unstable AR(1) with Dependent Errors" (with J. Gonzalo),
International Economic Review, 39, 1998, 71-88

 

 

 

 

 

 

 

 


 

 

 
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