Jean-Yves Pitarakis
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United KingdomResearch Interests
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About
Professor Jean-Yves Pitarakis is a faculty member at the University of Southampton, UK. His research primarily focuses on predictive accuracy testing in nested environments, the analysis of spurious relationships in high-dimensional systems, and the examination of regimes in out-of-sample forecast errors. His recent publications contribute significantly to the understanding of predictive regressions and their implications in statistical modeling.
Recent Grants
Grant: Close
NOVEL APPROACHES TO COMPARING THE PREDICTIVE ACCURACY OF NESTED MODELS IN DATA RICH AND HETEROGENEOUS PREDICTOR ENVIRONMENTS
Open Date: 2021-08-31
Close Date: 2024-08-30
Grant: Close
EPISODIC PREDICTABILITY IN MODELS WITH PERSISTENT VARIABLES AND ENDOGENEITY: DETECTION AND ESTIMATION
Open Date: 2010-11-01
Close Date: 2012-04-29
Articles (3)
Year:
2023
Year:
2021
Year:
2021
Collaborators (1)
JESUS GONZALO
Universidad Carlos III de Madrid
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