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  1. Recent Developments in Bootstrap Methods for Dependent Data

    Journal of Time Series Analysis

    Volume 36, Issue 3, May 2015, Pages: 269–271, Giuseppe Cavaliere, Dimitris N. Politis and Anders Rahbek

    Version of Record online : 16 MAR 2015, DOI: 10.1111/jtsa.12128

  2. JOURNAL OF TIME SERIES ANALYSIS INDEX TO VOLUME 28 2007

    Journal of Time Series Analysis

    Volume 28, Issue 6, November 2007, Pages: 943–944,

    Version of Record online : 11 OCT 2007, DOI: 10.1111/j.1467-9892.2007.volindex_1.x

  3. A NOTE ON THE DISTRIBUTIONS OF NON-LINEAR AUTOREGRESSIVE STOCHASTIC MODELS

    Journal of Time Series Analysis

    Volume 2, Issue 1, January 1981, Pages: 49–52, J. Pemberton and H. Tong

    Version of Record online : 28 JUN 2008, DOI: 10.1111/j.1467-9892.1981.tb00310.x

  4. Book Reviews

    Journal of Time Series Analysis

    Volume 22, Issue 3, May 2001, Pages: 375–377,

    Version of Record online : 28 JUN 2008, DOI: 10.1111/1467-9892.00230

  5. Multi-variate t Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations

    Journal of Time Series Analysis

    Volume 24, Issue 6, November 2003, Pages: 739–754, B. Tarami and M. Pourahmadi

    Version of Record online : 26 NOV 2003, DOI: 10.1111/j.1467-9892.2003.00332.x

  6. Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes

    Journal of Time Series Analysis

    Volume 22, Issue 1, January 2001, Pages: 67–86, Mattias Villani

    Version of Record online : 21 DEC 2001, DOI: 10.1111/1467-9892.00212

  7. EDITORIAL ANNOUNCEMENTS

    The Journal of Finance

    Volume 23, Issue 4, September 1968, Pages: viii–ix,

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb00842.x

  8. Index to Volume: 22 2001

    Journal of Time Series Analysis

    Volume 22, Issue 6, November 2001, Pages: 755–756,

    Version of Record online : 28 JUN 2008, DOI: 10.1111/1467-9892.00252

  9. Introduction to Time Series Modeling

    Journal of Time Series Analysis

    Volume 32, Issue 3, May 2011, Page: 336, Maria Antonia Amaral Turkman

    Version of Record online : 23 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00692.x

  10. Book Review

    Journal of Time Series Analysis

    Volume 26, Issue 3, May 2005, Pages: 487–488, Paul Fearnhead

    Version of Record online : 13 APR 2005, DOI: 10.1111/j.1467-9892.2005.00404.x

  11. Cross-validation Criteria for Setar Model Selection

    Journal of Time Series Analysis

    Volume 22, Issue 3, May 2001, Pages: 267–281, Jan G. De Gooijer

    Version of Record online : 21 DEC 2001, DOI: 10.1111/1467-9892.00223

  12. DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS

    Journal of Time Series Analysis

    Volume 35, Issue 2, March 2014, Pages: 173–186, Maddalena Cavicchioli

    Version of Record online : 21 DEC 2013, DOI: 10.1002/jtsa.12057

  13. You have free access to this content
    Issue information - Info Page

    Journal of Time Series Analysis

    Volume 37, Issue 2, March 2016, Page: 146,

    Version of Record online : 24 JAN 2016, DOI: 10.1111/jtsa.12150

  14. Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models

    Journal of Time Series Analysis

    Volume 37, Issue 5, September 2016, Pages: 690–708, Francesco Bravo

    Version of Record online : 14 MAR 2016, DOI: 10.1111/jtsa.12190

  15. A New Test of Linearity of Time Series Based on the Bispectrum

    Journal of Time Series Analysis

    Volume 19, Issue 6, November 1998, Pages: 737–753, Gy. Terdik and J. Math

    Version of Record online : 26 DEC 2001, DOI: 10.1111/1467-9892.00120

  16. Corrigendum: Testing for the Onset of Trend, Using Wavelets

    Journal of Time Series Analysis

    Volume 20, Issue 6, November 1999, Page: i,

    Version of Record online : 4 JAN 2002, DOI: 10.1111/1467-9892.00160

  17. Book Reviews

    Journal of Time Series Analysis

    Volume 26, Issue 5, September 2005, Pages: 780–782, C. T. J. Dodson

    Version of Record online : 11 AUG 2005, DOI: 10.1111/j.1467-9892.2005.00426.x

  18. Estimation of GARCH Models from the Autocorrelations of the Squares of a Process

    Journal of Time Series Analysis

    Volume 22, Issue 6, November 2001, Pages: 631–650, Richard T. Baillie and Huimin Chung

    Version of Record online : 13 MAR 2002, DOI: 10.1111/1467-9892.00245

  19. Simple Regressions with Linear Time Trends

    Journal of Time Series Analysis

    Volume 21, Issue 1, January 2000, Pages: 27–32, Uwe Hasseler

    Version of Record online : 4 JAN 2002, DOI: 10.1111/1467-9892.00171

  20. Book Reviews

    Journal of Time Series Analysis

    Volume 3, Issue 4, July 1982, Pages: 283–285,

    Version of Record online : 28 JUN 2008, DOI: 10.1111/j.1467-9892.1982.tb00351.x