Journal of Time Series Analysis

Table of Contents

Volume 31 Issue 4 (July 2010)

229-303

ORIGINAL ARTICLES

A numerical method for factorizing the rational spectral density matrix

  • Author: Yuzo Hosoya, Taro Takimoto
  • Pub Online: Mar 31, 2010
  • DOI: 10.1111/j.1467-9892.2010.00658.x (p 229-240)

ADL tests for threshold cointegration

  • Author: Jing Li, Junsoo Lee
  • Pub Online: Apr 07, 2010
  • DOI: 10.1111/j.1467-9892.2010.00659.x (p 241-254)

Cointegrating regressions with messy regressors and an application to mixed‐frequency series

  • Author: J. Isaac Miller
  • Pub Online: Apr 19, 2010
  • DOI: 10.1111/j.1467-9892.2010.00660.x (p 255-277)

Influence diagnostics for multivariate GARCH processes

  • Author: Jonathan Dark, Xibin Zhang, Nan Qu
  • Pub Online: May 13, 2010
  • DOI: 10.1111/j.1467-9892.2010.00662.x (p 278-291)

The impact of the initial condition on robust tests for a linear trend

  • Author: David I. Harvey, Stephen J. Leybourne, A. M. Robert Taylor
  • Pub Online: May 25, 2010
  • DOI: 10.1111/j.1467-9892.2010.00664.x (p 292-302)

BOOK REVIEW

Time series analysis forecasting and control

  • Author: G. Janacek
  • Pub Online: Dec 28, 2009
  • DOI: 10.1111/j.1467-9892.2009.00643.x (p 303-303)

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