Journal of Time Series Analysis

Table of Contents

Volume 38 Issue 4 (July 2017)

511-636

Issue Information

Issue Information

  • Author:
  • Pub Online: Jun 01, 2017
  • DOI: 10.1111/jtsa.12218 (p 511-512)

ORIGINAL ARTICLES

On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space

  • Author: Giuseppe Cavaliere, Heino Bohn Nielsen, Anders Rahbek
  • Pub Online: Oct 19, 2016
  • DOI: 10.1111/jtsa.12214 (p 513-534)

QMLE for Quadratic ARCH Model with Long Memory

  • Author: Ieva Grublytė, Donatas Surgailis, Andrius Škarnulis
  • Pub Online: Dec 19, 2016
  • DOI: 10.1111/jtsa.12227 (p 535-551)

Detecting at‐Most‐m Changes in Linear Regression Models

  • Author: Lajos Horváth, William Pouliot, Shixuan Wang
  • Pub Online: Dec 26, 2016
  • DOI: 10.1111/jtsa.12228 (p 552-590)

A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series

  • Author: Gregory Rice, Han Lin Shang
  • Pub Online: Dec 19, 2016
  • DOI: 10.1111/jtsa.12229 (p 591-609)

Testing for Panel Cointegration Using Common Correlated Effects Estimators

  • Author: Anindya Banerjee, Josep Lluís Carrion‐i‐Silvestre
  • Pub Online: Mar 08, 2017
  • DOI: 10.1111/jtsa.12234 (p 610-636)

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