Journal of Time Series Analysis

Table of Contents

Volume 35 Issue 5 (September 2014)

393-490

ORIGINAL ARTICLES

IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE

  • Author: Matei Demetrescu, Christoph Hanck, Adina I. Tarcolea
  • Pub Online: Mar 21, 2014
  • DOI: 10.1111/jtsa.12071 (p 393-406)

EFFICIENT NON‐PARAMETRIC ESTIMATION OF THE SPECTRAL DENSITY IN THE PRESENCE OF MISSING OBSERVATIONS

  • Author: Sam Efromovich
  • Pub Online: Apr 03, 2014
  • DOI: 10.1111/jtsa.12072 (p 407-427)

A FAST FRACTIONAL DIFFERENCE ALGORITHM

  • Author: Andreas Noack Jensen, Morten Ørregaard Nielsen
  • Pub Online: May 20, 2014
  • DOI: 10.1111/jtsa.12074 (p 428-436)

SEMI‐PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY

  • Author: Yiguo Sun
  • Pub Online: May 08, 2014
  • DOI: 10.1111/jtsa.12075 (p 437-461)

A PARAMETER‐DRIVEN LOGIT REGRESSION MODEL FOR BINARY TIME SERIES

  • Author: Rongning Wu, Yunwei Cui
  • Pub Online: May 08, 2014
  • DOI: 10.1111/jtsa.12076 (p 462-477)

SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS

  • Author: Degao Li, Guodong Li, Jinhong You
  • Pub Online: Jul 31, 2014
  • DOI: 10.1111/jtsa.12077 (p 478-490)

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