Journal of Time Series Analysis

Table of Contents

Volume 37 Issue 5 (September 2016)


Issue Information

Issue information ‐ Info Page

  • Author:
  • Pub Online: Jul 26, 2016
  • DOI: 10.1111/jtsa.12155 (p 577-578)


On the Distribution Estimation of Power Threshold Garch Processes

  • Author: Esmeralda Gonçalves, Joana Leite, NazarÉ Mendes‐Lopes
  • Pub Online: Jan 17, 2016
  • DOI: 10.1111/jtsa.12173 (p 579-602)

Quantile Autoregression for Censored Data

  • Author: Seokwoo Jake Choi, Stephen Portnoy
  • Pub Online: Jan 08, 2016
  • DOI: 10.1111/jtsa.12174 (p 603-623)

Bartlett Correction of Empirical Likelihood for Non‐Gaussian Short‐Memory Time Series

  • Author: Kun Chen, Ngai Hang Chan, Chun Yip Yau
  • Pub Online: Jan 05, 2016
  • DOI: 10.1111/jtsa.12175 (p 624-649)

Improved Tests for Forecast Comparisons in the Presence of Instabilities

  • Author: Luis Filipe Martins, Pierre Perron
  • Pub Online: Feb 08, 2016
  • DOI: 10.1111/jtsa.12179 (p 650-659)

Tests for Linearity in Star Models: Supwald and Lm‐Type Tests

  • Author: Rehim Kılıç
  • Pub Online: Feb 10, 2016
  • DOI: 10.1111/jtsa.12180 (p 660-674)

A Bayesian Non‐Parametric Dynamic AR Model for Multiple Time Series Analysis

  • Author: Luis E. Nieto‐Barajas, Fernando A. Quintana
  • Pub Online: Feb 08, 2016
  • DOI: 10.1111/jtsa.12182 (p 675-689)

Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models

  • Author: Francesco Bravo
  • Pub Online: Mar 14, 2016
  • DOI: 10.1111/jtsa.12190 (p 690-708)

Book Reviews


Corrigendum to ‘Subsampling Inference for the Mean of Heavy‐Tailed Long‐Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis

  • Author: Agnieszka Jach, Tucker S. McElroy, Dimitris N. Politis
  • Pub Online: Mar 23, 2016
  • DOI: 10.1111/jtsa.12191 (p 713-720)

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