Journal of Time Series Analysis

Cover image for Vol. 37 Issue 4

Edited By: Robert Taylor

Impact Factor: 1.0

ISI Journal Citation Reports © Ranking: 2015: 57/123 (Statistics & Probability); 58/101 (Mathematics Interdisciplinary Applications)

Online ISSN: 1467-9892

Papers with Supplementary Data


A Smooth Block Bootstrap for Statistical Functionals and Time Series
Karl B. Gregory, Soumendra N. Lahiri and Daniel J. Nordman
Issue 36:3, May 2015 (Pages 442–461)

Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel
Stephan Smeekes
Issue 36:3, May 2015 (Pages 398–415)

Bootstrap Joint Prediction Regions
Michael Wolf and Dan Wunderli
Issue 36:3, May 2015 (Pages 352–376)

Analysis of the Likelihood Function for Markov-Switching VAR(CH) Models
Maddalena Cavicchioli
Issue 35:6, November 2014 (Pages 624-639)

Significant Variable Selection and Autoregressive Order Determination for Time-Series Partially Linear Models
Degao Li, Guodong Li and Jinhong You
Issue 35:5, September 2014 (Pages 478–490)

A Fast Fractional Difference Algorithm
Andreas Noack Jensen and Morten Ørregaard Nielsen
Issue 35:5, September 2014 (Pages 428–436)

IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance
Matei Demetrescu, Christoph Hanck and Adina I. Tarcolea
Issue 35:4, September 2014 (Pages 393-406)

A Hybrid Bootstrap Approach to Unit Root Tests
Guodong Li, Chenlei Leng and Chih-Ling Tsai
Issue 35:4, July 2014 (Pages 299-321)

Spectral-based non-central F mixed effect models, with application to otoacoustic emissions
Lai Wei, Peter F. Craigmile and Wayne M. King
Issue 33:5, September 2012 (Pages 850-862)

Space-time modelling of trends in temperature series
Peter F. Craigmile and Peter Guttorp
Issue 32:4, July 2011 (Pages 378–395)

Reducing the size distortion of the KPSS test
Eiji Kurozumi and Shinya Tanaka
Issue 31:6, November 2010 (Pages 415–426)

SEARCH

SEARCH BY CITATION