Pitarakis, Jean-Yves
- Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test
2023/12/26 by Jean‐Yves Pitarakis, Pitarakis, Jean-Yves · 1 citation
Economics, Econometrics and Finance · #Climate Change Policy and Economics #Econometrics (econ.EM) #FOS: Economics and business #Market Dynamics and Volatility #Monetary Policy and Economic Impact
- Detecting Sparse Cointegration
2025/01/23 by Gonzalo, Jesus, Pitarakis, Jean-Yves · 1 citation
#Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME)