| Estimation and model selection based inference in single and multiple threshold models J Gonzalo, JY Pitarakis Journal of econometrics 110 (2), 319-352, 2002 | 293 | 2002 |
| Threshold effects in cointegrating relationships J Gonzalo, JY Pitarakis Oxford Bulletin of Economics and Statistics 68, 813-833, 2006 | 132 | 2006 |
| Specification via model selection in vector error correction models J Gonzalo, JY Pitarakis Economics Letters 60 (3), 321-328, 1998 | 97 | 1998 |
| Lag length estimation in large dimensional systems J Gonzalo, JY Pitarakis Journal of Time Series Analysis 23 (4), 401-423, 2002 | 94 | 2002 |
| Dimensionality effect in cointegration analysis J Gonzalo, JY Pitarakis Oxford University Press, 1999 | 92 | 1999 |
| Least squares estimation and tests of breaks in mean and variance under misspecification JY Pitarakis The Econometrics Journal 7 (1), 32-54, 2004 | 73 | 2004 |
| Regime-specific predictability in predictive regressions J Gonzalo, JY Pitarakis Journal of Business & Economic Statistics 30 (2), 229-241, 2012 | 64 | 2012 |
| Comovements in Large Systems J Gonzalo Boston University, 1994 | 53* | 1994 |
| Joint dynamics of legal and economic integration in the European Union JY Pitarakis, G Tridimas European Journal of Law and Economics 16, 357-368, 2003 | 51 | 2003 |
| Threshold effects in multivariate error correction models J Gonzalo, JY Pitarakis University of Southampton, 2005 | 48 | 2005 |
| Inferring the predictability induced by a persistent regressor in a predictive threshold model J Gonzalo, JY Pitarakis Journal of Business & Economic Statistics 35 (2), 202-217, 2017 | 33 | 2017 |
| Model selection uncertainty and detection of threshold effects JY Pitarakis Studies in Nonlinear Dynamics & Econometrics 10 (1), 2006 | 17 | 2006 |
| A simple approach for diagnosing instabilities in predictive regressions JY Pitarakis Oxford Bulletin of Economics and Statistics 79 (5), 851-874, 2017 | 16 | 2017 |
| Estimation and inference in threshold type regime switching models J Gonzalo, JY Pitarakis Handbook of research methods and applications in empirical macroeconomics …, 2013 | 16 | 2013 |
| Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK JY Pitarakis, G Tridimas Economic Modelling 16 (2), 279-291, 1999 | 15 | 1999 |
| Cointegration analysis in large systems J Gonzalo, JY Pitarakis Boston University, mimeo, 1994 | 15 | 1994 |
| Comment on: threshold autoregressions with a unit root JY Pitarakis Econometrica 76 (5), 1207-1217, 2008 | 11 | 2008 |
| A joint test for structural stability and a unit root in autoregressions JY Pitarakis Computational Statistics & Data Analysis 76, 577-587, 2014 | 10 | 2014 |
| Dimensionality effect in cointegrated systems J Gonzalo, JY Pitarakis, R Engle, H White by R. Engle and H. White. Oxford University Press, Oxford, 1999 | 10 | 1999 |
| Threshold Autoregressions with a unit root: Comment J Pitarakis Econometrica 76, 1207-1217, 2008 | 9 | 2008 |
jesus gonzaloProfessor of Economics, U. Carlos III de MadridBestätigte E-Mail-Adresse bei uc3m.es
