Journal of Time Series Analysis

Table of Contents

Volume 40 Issue 6 (November 2019)

867-986

Issue Information

Issue Information

  • Author:
  • Pub Online: Oct 23, 2019
  • DOI: 10.1111/jtsa.12416 (p 867-868)

Editorial

Econometric Modelling with Mixed Frequency and Temporally Aggregated Data

  • Author: Marcus J. Chambers, Peter A. Zadrozny
  • Pub Online: Oct 23, 2019
  • DOI: 10.1111/jtsa.12510 (p 869-871)

Special Issue

Temporal Aggregation of Seasonally Near‐Integrated Processes

  • Author: Tomás Barrio Castro, Paulo M. M. Rodrigues, A. M. Robert Taylor
  • Pub Online: Feb 25, 2019
  • DOI: 10.1111/jtsa.12453 (p 872-886)

Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data

  • Author: Marcus J. Chambers
  • Pub Online: Mar 24, 2019
  • DOI: 10.1111/jtsa.12461 (p 887-913)

Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes

  • Author: Thomas B. Götz, Alain W. Hecq
  • Pub Online: Mar 19, 2019
  • DOI: 10.1111/jtsa.12462 (p 914-935)

Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data

  • Author: J. Isaac Miller
  • Pub Online: Apr 21, 2019
  • DOI: 10.1111/jtsa.12469 (p 936-950)

Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data

  • Author: Michael A. Thornton
  • Pub Online: May 06, 2019
  • DOI: 10.1111/jtsa.12471 (p 951-967)

Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals

  • Author: Peter A. Zadrozny, Baoline Chen
  • Pub Online: Oct 23, 2019
  • DOI: 10.1111/jtsa.12506 (p 968-986)

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