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%%% -*-BibTeX-*-
%%% ====================================================================
%%%  BibTeX-file{
%%%     author          = "Nelson H. F. Beebe",
%%%     version         = "1.01",
%%%     date            = "09 July 2019",
%%%     time            = "08:31:29 MDT",
%%%     filename        = "jtimesereconom.bib",
%%%     address         = "University of Utah
%%%                        Department of Mathematics, 110 LCB
%%%                        155 S 1400 E RM 233
%%%                        Salt Lake City, UT 84112-0090
%%%                        USA",
%%%     telephone       = "+1 801 581 5254",
%%%     FAX             = "+1 801 581 4148",
%%%     URL             = "http://www.math.utah.edu/~beebe",
%%%     checksum        = "63456 2906 10769 117010",
%%%     email           = "beebe at math.utah.edu, beebe at acm.org,
%%%                        beebe at computer.org (Internet)",
%%%     codetable       = "ISO/ASCII",
%%%     keywords        = "bibliography; BibTeX; Journal of Time Series
%%%                        Econometrics",
%%%     license         = "public domain",
%%%     supported       = "yes",
%%%     docstring       = "This is a COMPLETE bibliography of the
%%%                        Journal of Time Series Econometrics (CODEN
%%%                        none, ISSN 2194-6507 (print), 1941-1928
%%%                        (electronic)), published by Walter de Gruyter
%%%                        GmbH and Co. KG.
%%%
%%%                        Publication began with volume 1, number 1, in
%%%                        January 2009.  There are two or three issues
%%%                        per volume, and volumes sometimes span years.
%%%
%%%                        The journal has a Web site at
%%%
%%%                            https://www.degruyter.com/view/j/jtse
%%%
%%%                        That Web site frequently fails to record
%%%                        article page ranges and DOI values in the
%%%                        issue-specific XML pages.  Some of them have
%%%                        been supplied in this bibliography by merging
%%%                        in data from other sources.
%%%
%%%                        At version 1.00, the COMPLETE year coverage
%%%                        looked like this:
%%%
%%%                             2009 (   8)    2013 (  11)    2017 (   8)
%%%                             2010 (  11)    2014 (  10)    2018 (   8)
%%%                             2011 (  19)    2015 (  10)    2019 (   8)
%%%                             2012 (   9)    2016 (  10)
%%%
%%%                             Article:        112
%%%
%%%                             Total entries:  112
%%%
%%%                        Entries for this bibliography have been
%%%                        derived primarily from data at the publisher
%%%                        Web site, but have been augmented by data
%%%                        from the BibNet Project and TeX User Group
%%%                        bibliography archives.
%%%
%%%                        Numerous errors in the sources noted above
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%%%                        year is a 4-digit number, and abbrev is a
%%%                        3-letter condensation of important title
%%%                        words. Citation tags were automatically
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%%%                        BibNet Project.  In this bibliography,
%%%                        entries are sorted in publication order using
%%%                        bibsort -byvolume.
%%%
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%%% ====================================================================
%%% Acknowledgement abbreviations:
@String{ack-nhfb = "Nelson H. F. Beebe,
                    University of Utah,
                    Department of Mathematics, 110 LCB,
                    155 S 1400 E RM 233,
                    Salt Lake City, UT 84112-0090, USA,
                    Tel: +1 801 581 5254,
                    FAX: +1 801 581 4148,
                    e-mail: \path|beebe@math.utah.edu|,
                            \path|beebe@acm.org|,
                            \path|beebe@computer.org| (Internet),
                    URL: \path|http://www.math.utah.edu/~beebe/|"}

%%% ====================================================================
%%% Journal abbreviations:
@String{j-J-TIME-SER-ECONOM     = "Journal of Time Series Econometrics"}

%%% ====================================================================
%%% Bibliography entries, sorted in publication order with ``bibsort
%%% --byvolume'':
@Article{Amsler:2009:KTU,
  author =       "Christine Amsler and Peter Schmidt and Timothy J.
                 Vogelsang",
  title =        "The {KPSS} Test Using Fixed-$b$ Critical Values: Size
                 and Power in Highly Autocorrelated Time Series",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "1",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1027",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2009.1.1/jtse.2009.1.1.1027/jtse.2009.1.1.1027.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "08-Dec-2009",
}

@Article{Basher:2009:PLC,
  author =       "Syed A. Basher and Josep Llu{\'\i}s
                 Carrion-i-Silvestre",
  title =        "Price Level Convergence, Purchasing Power Parity and
                 Multiple Structural Breaks in Panel Data Analysis: An
                 Application to {U.S.} Cities",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "1",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1000",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2009.1.1/jtse.2009.1.1.1000/jtse.2009.1.1.1000.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "02-Apr-2009",
}

@Article{Kristensen:2009:AQN,
  author =       "Dennis Kristensen and Anders Rahbek",
  title =        "Asymptotics of the {QMLE} for Non-Linear {ARCH}
                 Models",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "1",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1001",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2009.1.1/jtse.2009.1.1.1001/jtse.2009.1.1.1001.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "02-Apr-2009",
}

@Article{Ng:2009:SIV,
  author =       "Serena Ng and Jushan Bai",
  title =        "Selecting Instrumental Variables in a Data Rich
                 Environment",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "1",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1014",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2009.1.1/jtse.2009.1.1.1014/jtse.2009.1.1.1014.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "02-Apr-2009",
}

@Article{Pollock:2009:SFA,
  author =       "Stephen D. S. G. Pollock",
  title =        "Statistical {Fourier} Analysis: Clarifications and
                 Interpretations",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "1",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1004",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2009.1.1/jtse.2009.1.1.1004/jtse.2009.1.1.1004.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "02-Apr-2009",
}

@Article{Cai:2009:ANG,
  author =       "Yuzhi Cai",
  title =        "Autoregression with Non-{Gaussian} Innovations",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "1",
  number =       "2",
  pages =        "??--??",
  month =        dec,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1016",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2009.1.2/jtse.2009.1.2.1016/jtse.2009.1.2.1016.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "08-Dec-2009",
}

@Article{Demetrescu:2009:PUR,
  author =       "Matei Demetrescu",
  title =        "Panel Unit Root Testing with Nonlinear Instruments for
                 Infinite-Order Autoregressive Processes",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "1",
  number =       "2",
  pages =        "??--??",
  month =        dec,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1009",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2009.1.2/jtse.2009.1.2.1009/jtse.2009.1.2.1009.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "08-Dec-2009",
}

@Article{Sancetta:2009:FPV,
  author =       "Alessio Sancetta and Arina Nikandrova",
  title =        "Forecasting and Prequential Validation for Time
                 Varying Meta-Elliptical Distributions",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "1",
  number =       "2",
  pages =        "??--??",
  month =        dec,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1005",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2009.1.2/jtse.2009.1.2.1005/jtse.2009.1.2.1005.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "08-Dec-2009",
}

@Article{Grassi:2010:VUI,
  author =       "Stefano Grassi and Tommaso Proietti",
  title =        "Has the Volatility of {U.S.} Inflation Changed and
                 How?",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "2",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1050",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2010.2.1/jtse.2010.2.1.1050/jtse.2010.2.1.1050.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "20-Sep-2010",
}

@Article{Jensen:2010:CQM,
  author =       "Anders Tolver Jensen and Theis Lange",
  title =        "On Convergence of the {QMLE} for Misspecified {GARCH}
                 Models",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "2",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1034",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2010.2.1/jtse.2010.2.1.1034/jtse.2010.2.1.1034.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "14-Jun-2010",
}

@Article{Li:2010:NSL,
  author =       "Dong Li and Canh Le",
  title =        "Nonlinearity and Spatial Lag Dependence: Tests Based
                 on Double-Length Regressions",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "2",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1039",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2010.2.1/jtse.2010.2.1.1039/jtse.2010.2.1.1039.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "14-Jun-2010",
}

@Article{Lima:2010:TUR,
  author =       "Luiz Renato Lima and Zhijie Xiao",
  title =        "Testing Unit Root Based on Partially Adaptive
                 Estimation",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "2",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1038",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2010.2.1/jtse.2010.2.1.1038/jtse.2010.2.1.1038.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "14-Jun-2010",
}

@Article{Man:2010:EFG,
  author =       "Kasing Man",
  title =        "Extended Fractional {Gaussian} Noise and Simple
                 {ARFIMA} Approximations",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "2",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1063",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2010.2.1/jtse.2010.2.1.1063/jtse.2010.2.1.1063.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "20-Sep-2010",
}

@Article{McElroy:2010:SER,
  author =       "Tucker McElroy and Marc Wildi",
  title =        "Signal Extraction Revision Variances as a
                 Goodness-of-Fit Measure",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "2",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1012",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2010.2.1/jtse.2010.2.1.1012/jtse.2010.2.1.1012.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "14-Jun-2010",
}

@Article{Miller:2010:NIL,
  author =       "J. Isaac Miller",
  title =        "A Nonlinear {IV} Likelihood-Based Rank Test for
                 Multivariate Time Series and Long Panels",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "2",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1057",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2010.2.1/jtse.2010.2.1.1057/jtse.2010.2.1.1057.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "20-Sep-2010",
}

@Article{Reed:2010:PEG,
  author =       "W. Robert Reed and Rachel Webb",
  title =        "The {PCSE} Estimator is Good --- Just Not As Good As
                 You Think",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "2",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1032",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2010.2.1/jtse.2010.2.1.1032/jtse.2010.2.1.1032.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "20-Sep-2010",
}

@Article{Cardinali:2010:CLS,
  author =       "Alessandro Cardinali and Guy P. Nason",
  title =        "Costationarity of Locally Stationary Time Series",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "2",
  number =       "2",
  pages =        "1:1--1:33",
  month =        dec,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1074",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (60G10 62M15)",
  MRnumber =     "2915633",
  MRreviewer =   "P. A. Morettin",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.2.2/jtse.2011.2.2.1074/jtse.2011.2.2.1074.xml",
  acknowledgement = ack-nhfb,
  articleno =    "1",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "19-Jan-2011",
}

@Article{Everaert:2010:EIT,
  author =       "Gerdie Everaert",
  title =        "Estimation and Inference in Time Series with Omitted
                 {$ {\rm I}(1) $} Variables",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "2",
  number =       "2",
  pages =        "2:1--2:26",
  month =        dec,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1054",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62M09)",
  MRnumber =     "2915634",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.2.2/jtse.2011.2.2.1054/jtse.2011.2.2.1054.xml",
  acknowledgement = ack-nhfb,
  articleno =    "2",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "19-Jan-2011",
}

@Article{Ventosa-Santaularia:2010:TDT,
  author =       "Daniel Ventosa-Santaul{\`a}ria and Manuel
                 G{\'o}mez-Zald{\'\i}var",
  title =        "Testing for a Deterministic Trend When There is
                 Evidence of Unit Root",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "2",
  number =       "2",
  pages =        "3:1--3:24",
  month =        dec,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1013",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M07 (62G08 62M10 62P20)",
  MRnumber =     "2915635",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.2.2/jtse.2011.2.2.1013/jtse.2011.2.2.1013.xml",
  acknowledgement = ack-nhfb,
  articleno =    "3",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "19-Jan-2011",
}

@Article{Bollerslev:2011:PNS,
  author =       "Tim Bollerslev and Bent Jesper Christensen and Niels
                 Haldrup and Asger Lunde",
  title =        "Periodicity, Non-stationarity, and Forecasting of
                 Economic and Financial Time Series: {Editors}'
                 Introduction",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "1",
  pages =        "1:1--1:8",
  month =        jan,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1098",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62-06 (62M10 62P05 62P20)",
  MRnumber =     "2922192",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.1/jtse.2011.3.1.1098/jtse.2011.3.1.1098.xml",
  acknowledgement = ack-nhfb,
  articleno =    "1",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "03-Feb-2011",
}

@Article{White:2011:CTT,
  author =       "Halbert White and Clive W. J. Granger",
  title =        "Consideration of Trends in Time Series",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "1",
  pages =        "2:1--2:40",
  month =        jan,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1092",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62P20 (62M10)",
  MRnumber =     "2922193",
  MRreviewer =   "Manfred Deistler",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.1/jtse.2011.3.1.1092/jtse.2011.3.1.1092.xml",
  acknowledgement = ack-nhfb,
  articleno =    "2",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "03-Feb-2011",
}

@Article{Christensen:2011:DCD,
  author =       "Timothy Christensen and Stan Hurn and Adrian Pagan",
  title =        "Detecting Common Dynamics in Transitory Components",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "1",
  pages =        "3:1--3:28",
  month =        jan,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1088",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62M07 62P05 91B84)",
  MRnumber =     "2922194",
  MRreviewer =   "Gilles Teyssi\`ere",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.1/jtse.2011.3.1.1088/jtse.2011.3.1.1088.xml",
  acknowledgement = ack-nhfb,
  articleno =    "3",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "03-Feb-2011",
}

@Article{delBarrioCastro:2011:NTP,
  author =       "Tom{\'a}s {del Barrio Castro} and Denise R. Osborn",
  title =        "Nonparametric Tests for Periodic Integration",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "1",
  pages =        "4:1--4:35",
  month =        jan,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1090",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62G10 91B84)",
  MRnumber =     "2922195",
  MRreviewer =   "Zuzana Pr\'{a}\v{s}kov\'{a}",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.1/jtse.2011.3.1.1090/jtse.2011.3.1.1090.xml",
  acknowledgement = ack-nhfb,
  articleno =    "4",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "03-Feb-2011",
}

@Article{Jansson:2011:NEL,
  author =       "Michael Jansson and Morten {\O}rregaard Nielsen",
  title =        "Nearly Efficient Likelihood Ratio Tests for Seasonal
                 Unit Roots",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "1",
  pages =        "5:1--5:21",
  month =        jan,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1096",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62F03 91B84)",
  MRnumber =     "2922196",
  MRreviewer =   "Lajos Horv\'{a}th",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.1/jtse.2011.3.1.1096/jtse.2011.3.1.1096.xml",
  acknowledgement = ack-nhfb,
  articleno =    "5",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "03-Feb-2011",
}

@Article{Hendry:2011:EMT,
  author =       "David F. Hendry and Grayham E. Mizon",
  title =        "Econometric Modelling of Time Series with Outlying
                 Observations",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "1",
  pages =        "6:1--6:26",
  month =        jan,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1100",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRnumber =     "2922197",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.1/jtse.2011.3.1.1100/jtse.2011.3.1.1100.xml",
  acknowledgement = ack-nhfb,
  articleno =    "6",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "03-Feb-2011",
}

@Article{Luetkepohl:2011:FAI,
  author =       "Helmut Luetkepohl and Fang Xu",
  title =        "Forecasting Annual Inflation with Seasonal Monthly
                 Data: Using Levels versus Logs of the Underlying Price
                 Index",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "1",
  pages =        "7:1--7:23",
  month =        jan,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1094",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRnumber =     "2922198",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.1/jtse.2011.3.1.1094/jtse.2011.3.1.1094.xml",
  acknowledgement = ack-nhfb,
  articleno =    "7",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "03-Feb-2011",
}

@Article{Castle:2011:EAM,
  author =       "Jennifer L. Castle and Jurgen A. Doornik and David F.
                 Hendry",
  title =        "Evaluating Automatic Model Selection",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "1",
  pages =        "8:1--8:33",
  month =        jan,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1097",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRnumber =     "2922199",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.1/jtse.2011.3.1.1097/jtse.2011.3.1.1097.xml",
  acknowledgement = ack-nhfb,
  articleno =    "8",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "03-Feb-2011",
}

@Article{Johansen:2011:GTE,
  author =       "S{\o}ren Johansen and Anders R. Swensen",
  title =        "On a Graphical Technique for Evaluating Some Rational
                 Expectations Models",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "1",
  pages =        "9:1--9:29",
  month =        jan,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1089",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62-09 (62G20 62M07 62M10 62P05 91B84 91G70)",
  MRnumber =     "2922200",
  MRreviewer =   "Tam\'{a}s M\'{a}trai",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.1/jtse.2011.3.1.1089/jtse.2011.3.1.1089.xml",
  acknowledgement = ack-nhfb,
  articleno =    "9",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "03-Feb-2011",
}

@Article{Dahl:2011:MVR,
  author =       "Christian M. Dahl and Emma Iglesias",
  title =        "Modeling the Volatility--Return Trade-Off When
                 Volatility May Be Nonstationary",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "1",
  pages =        "10:1--10:32",
  month =        jan,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1093",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62G08 62G20 62P05 91B84 91G70)",
  MRnumber =     "2922201",
  MRreviewer =   "Hiroshi Shiraishi",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.1/jtse.2011.3.1.1093/jtse.2011.3.1.1093.xml",
  acknowledgement = ack-nhfb,
  articleno =    "10",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "03-Feb-2011",
}

@Article{Chen:2011:HGM,
  author =       "Xilong Chen and Eric Ghysels and Fangfang Wang",
  title =        "{HYBRID} {GARCH} Models and Intra-Daily Return
                 Periodicity",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "1",
  pages =        "11:1--11:28",
  month =        jan,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1095",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRnumber =     "2922202",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.1/jtse.2011.3.1.1095/jtse.2011.3.1.1095.xml",
  acknowledgement = ack-nhfb,
  articleno =    "11",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "03-Feb-2011",
}

@Article{Knight:2011:SNR,
  author =       "John Knight and Stephen Satchell",
  title =        "Some New Results for Threshold {AR(1)} Models",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "2",
  pages =        "1:1--1:42",
  month =        apr,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1085",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (60G10 60J10 62P05)",
  MRnumber =     "2924145",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.2/jtse.2011.3.2.1085/jtse.2011.3.2.1085.xml",
  acknowledgement = ack-nhfb,
  articleno =    "1",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "27-Apr-2011",
}

@Article{Haldrup:2011:DAO,
  author =       "Niels Haldrup and Antonio Monta{\~n}es and Andreu
                 Sans{\'o}",
  title =        "Detection of Additive Outliers in Seasonal Time
                 Series",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "2",
  pages =        "2:1--2:20",
  month =        apr,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1043",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRnumber =     "2924146",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.2/jtse.2011.3.2.1043/jtse.2011.3.2.1043.xml",
  acknowledgement = ack-nhfb,
  articleno =    "2",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "27-Apr-2011",
}

@Article{Belaire-Franch:2011:NUR,
  author =       "Jorge Belaire-Franch and Dulce Contreras",
  title =        "Nonparametric Unit Root Test and Structural Breaks",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "2",
  pages =        "3:1--3:14",
  month =        apr,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1048",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M07 (60G10 62G10 62M10)",
  MRnumber =     "2924147",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.2/jtse.2011.3.2.1048/jtse.2011.3.2.1048.xml",
  acknowledgement = ack-nhfb,
  articleno =    "3",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "27-Apr-2011",
}

@Article{Wang:2011:EAP,
  author =       "Shin-Huei Wang and Christian Hafner",
  title =        "Estimating Autocorrelations in the Presence of
                 Deterministic Trends",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "2",
  pages =        "4:1--4:25",
  month =        apr,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1022",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M09 (62M10 62P05)",
  MRnumber =     "2924148",
  bibdate =      "Fri Mar 8 12:38:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.2/jtse.2011.3.2.1022/jtse.2011.3.2.1022.xml",
  acknowledgement = ack-nhfb,
  articleno =    "4",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "27-Apr-2011",
}

@Article{Perron:2011:IIT,
  author =       "Pierre Perron and Linxia Ren",
  title =        "On the Irrelevance of Impossibility Theorems: The Case
                 of the Long-run Variance",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "3",
  pages =        "1:1--1:34",
  month =        oct,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1062",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62G07 (60G10 62M10)",
  MRnumber =     "2928653",
  MRreviewer =   "Juan Artiles Romero",
  bibdate =      "Fri Mar 8 12:38:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.issue-3/1941-1928.1062/1941-1928.1062.xml",
  acknowledgement = ack-nhfb,
  articleno =    "1",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "25-Oct-2011",
}

@Article{Lanne:2011:NAE,
  author =       "Markku Lanne and Pentti Saikkonen",
  title =        "Noncausal Autoregressions for Economic Time Series",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "3",
  pages =        "2:1--2:32",
  month =        oct,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1080",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62P20 91B84)",
  MRnumber =     "2928654",
  MRreviewer =   "Taro Takimoto",
  bibdate =      "Fri Mar 8 12:38:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.issue-3/1941-1928.1080/1941-1928.1080.xml",
  acknowledgement = ack-nhfb,
  articleno =    "2",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "25-Oct-2011",
}

@Article{Kock:2011:FUA,
  author =       "Anders Bredahl Kock",
  title =        "Forecasting with Universal Approximators and a
                 Learning Algorithm",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "3",
  pages =        "3:1--3:32",
  month =        oct,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1084",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M20 (62M45 62P20 68T05 91G70)",
  MRnumber =     "2928655",
  bibdate =      "Fri Mar 8 12:38:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.issue-3/1941-1928.1084/1941-1928.1084.xml",
  acknowledgement = ack-nhfb,
  articleno =    "3",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "25-Oct-2011",
}

@Article{Morettin:2011:WEC,
  author =       "Pedro A. Morettin and Clelia M. C. Toloi and Chang
                 Chiann and Jos{\'e} C. S. de Miranda",
  title =        "Wavelet Estimation of Copulas for Time Series",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "3",
  number =       "3",
  pages =        "4:1--4:31",
  month =        oct,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.2202/1941-1928.1033",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62G05 62G07 62H05 62M09)",
  MRnumber =     "2928656",
  MRreviewer =   "Lajos Horv\'{a}th",
  bibdate =      "Fri Mar 8 12:38:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2011.3.issue-3/1941-1928.1033/1941-1928.1033.xml",
  acknowledgement = ack-nhfb,
  articleno =    "4",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "25-Oct-2011",
}

@Article{Abadir:2012:BCA,
  author =       "Karim M. Abadir and Rolf Larsson",
  title =        "Biases of Correlograms and of {AR} Representations of
                 Stationary Series",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "4",
  number =       "1",
  pages =        "1:1--1:11",
  month =        may,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/1941-1928.1130",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (60G10)",
  MRnumber =     "2943723",
  bibdate =      "Fri Mar 8 12:38:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2012.4.issue-1/1941-1928.1130/1941-1928.1130.xml",
  acknowledgement = ack-nhfb,
  articleno =    "1",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "14-May-2012",
}

@Article{Hualde:2012:FSE,
  author =       "Javier Hualde and Fabrizio Iacone",
  title =        "First Stage Estimation of Fractional Cointegration",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "4",
  number =       "1",
  pages =        "2:1--2:32",
  month =        may,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/1941-1928.1129",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62H12 62M07)",
  MRnumber =     "2943724",
  bibdate =      "Fri Mar 8 12:38:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2012.4.issue-1/1941-1928.1129/1941-1928.1129.xml",
  acknowledgement = ack-nhfb,
  articleno =    "2",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "14-May-2012",
}

@Article{Smith:2012:MBR,
  author =       "Aaron Smith",
  title =        "{Markov} Breaks in Regression Models",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "4",
  number =       "1",
  pages =        "3:1--3:35",
  month =        may,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/1941-1928.1111",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRnumber =     "2943725",
  bibdate =      "Fri Mar 8 12:38:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2012.4.issue-1/1941-1928.1111/1941-1928.1111.xml",
  acknowledgement = ack-nhfb,
  articleno =    "3",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "14-May-2012",
}

@Article{Porto:2012:RAE,
  author =       "Rog{\'e}rio F. Porto and Pedro A. Morettin and Elisete
                 C. Q. Aubin",
  title =        "Regression with Autocorrelated Errors Using
                 Design-Adapted {Haar} Wavelets",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "4",
  number =       "1",
  pages =        "4:1--4:30",
  month =        may,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/1941-1928.1067",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62G08 65T60)",
  MRnumber =     "2943726",
  bibdate =      "Fri Mar 8 12:38:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2012.4.issue-1/1941-1928.1067/1941-1928.1067.xml",
  acknowledgement = ack-nhfb,
  articleno =    "4",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "14-May-2012",
}

@Article{Liu-Evans:2012:BJC,
  author =       "Gareth D. Liu-Evans and Garry D. A. Phillips",
  title =        "Bootstrap, Jackknife and {COLS}: Bias and Mean Squared
                 Error in Estimation of Autoregressive Models",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "4",
  number =       "2",
  pages =        "1:1--1:33",
  month =        nov,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/1941-1928.1122",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M09 (62F40 62M10)",
  MRnumber =     "3029807",
  MRreviewer =   "Zhi Liu",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2012.4.issue-2/1941-1928.1122/1941-1928.1122.xml",
  acknowledgement = ack-nhfb,
  articleno =    "1",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "14-Nov-2012",
}

@Article{Mallory:2012:TCP,
  author =       "Mindy Mallory and Sergio H. Lence",
  title =        "Testing for Cointegration in the Presence of Moving
                 Average Errors",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "4",
  number =       "2",
  pages =        "2:1--2:66",
  month =        nov,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/1941-1928.1124",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRnumber =     "3029808",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2012.4.issue-2/1941-1928.1124/1941-1928.1124.xml",
  acknowledgement = ack-nhfb,
  articleno =    "2",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "14-Nov-2012",
}

@Article{Pauwels:2012:TSC,
  author =       "Laurent L. Pauwels and Felix Chan and Tommaso Mancini
                 Griffoli",
  title =        "Testing for Structural Change in Heterogeneous Panels
                 with an Application to the Euro's Trade Effect",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "4",
  number =       "2",
  pages =        "3:1--3:33",
  month =        nov,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/1941-1928.1141",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M07 (62G20 62M10 62P20)",
  MRnumber =     "3029809",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2012.4.issue-2/1941-1928.1141/1941-1928.1141.xml",
  acknowledgement = ack-nhfb,
  articleno =    "3",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "14-Nov-2012",
}

@Article{Abadir:2012:SRM,
  author =       "Karim M. Abadir",
  title =        "The Square Root of a Matrix",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "4",
  number =       "2",
  pages =        "4:1--4:5",
  month =        nov,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/1941-1928.1140",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "65F60 (65F15)",
  MRnumber =     "3029810",
  MRreviewer =   "Jorge Sastre",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2012.4.issue-2/1941-1928.1140/1941-1928.1140.xml",
  acknowledgement = ack-nhfb,
  articleno =    "4",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "14-Nov-2012",
}

@Article{Simos:2012:EDC,
  author =       "Theodore Simos",
  title =        "On the Exact Discretization of a Continuous Time {$
                 {\rm AR}(1) $} Model driven by either Long Memory or
                 Antipersistent Innovations: A Fractional Algebra
                 Approach",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "4",
  number =       "2",
  pages =        "5:1--5:24",
  month =        nov,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/1941-1928.1145",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "60H10 (60G22 60H35 62M15)",
  MRnumber =     "3029811",
  MRreviewer =   "Mireia Besal\'{u}",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2012.4.issue-2/1941-1928.1145/1941-1928.1145.xml",
  acknowledgement = ack-nhfb,
  articleno =    "5",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "14-Nov-2012",
}

@Article{Anonymous:2013:Ma,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "5",
  number =       "1",
  pages =        "i--i",
  month =        may,
  year =         "2013",
  CODEN =        "????",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2013.5.issue-1/jtse-2013-masthead1/jtse-2013-masthead1.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
}

@Article{Wang:2013:RTM,
  author =       "Cindy Shin-Huei Wang and Cheng Hsiao",
  title =        "Real-Time Monitoring Test for Realized Volatility",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "5",
  number =       "1",
  pages =        "1--24",
  month =        may,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2013-0006",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M07 (62M10 62P05)",
  MRnumber =     "3066669",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2013.5.issue-1/jtse-2012-0014/jtse-2012-0014.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "15-May-2013",
}

@Article{Aknouche:2013:TSW,
  author =       "Abdelhakim Aknouche",
  title =        "Two-Stage Weighted Least Squares Estimation of
                 Nonstationary Random Coefficient Autoregressions",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "5",
  number =       "1",
  pages =        "25--46",
  month =        may,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2012-0011",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62M05)",
  MRnumber =     "3066670",
  MRreviewer =   "Alexander M. Lindner",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2013.5.issue-1/jtse-2012-0011/jtse-2012-0011.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "15-May-2013",
}

@Article{Hassler:2013:ABT,
  author =       "Uwe Hassler and Henghsiu Tsai",
  title =        "Asymptotic Behavior of Temporal Aggregates in the
                 Frequency Domain",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "5",
  number =       "1",
  pages =        "47--60",
  month =        may,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2012-0029",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62G20 62M15)",
  MRnumber =     "3066671",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2013.5.issue-1/jtse-2012-0029/jtse-2012-0029.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "15-May-2013",
}

@Article{Lee:2013:TNN,
  author =       "Tae-Hwy Lee and Zhou Xi and Ru Zhang",
  title =        "Testing for Neglected Nonlinearity Using Artificial
                 Neural Networks with Many Randomized Hidden Unit
                 Activations",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "5",
  number =       "1",
  pages =        "61--86",
  month =        may,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2012-0021",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRnumber =     "3066672",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2013.5.issue-1/jtse-2012-0021/jtse-2012-0021.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "15-May-2013",
}

@Article{Anonymous:2013:Mb,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "5",
  number =       "2",
  pages =        "i--i",
  month =        nov,
  year =         "2013",
  CODEN =        "????",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2013.5.issue-2/jtse-2013-masthead2/jtse-2013-masthead2.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
}

@Article{Gabrys:2013:MIV,
  author =       "Robertas Gabrys and Siegfried H{\"o}rmann and Piotr
                 Kokoszka",
  title =        "Monitoring the Intraday Volatility Pattern",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "5",
  number =       "2",
  pages =        "87--116",
  month =        nov,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2012-0006",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M07 (62L10 62M10 62P05)",
  MRnumber =     "3118451",
  MRreviewer =   "Xianyang Zhang",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2013.5.issue-2/jtse-2012-0006/jtse-2012-0006.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "16-Oct-2013",
}

@Article{Milunovich:2013:ISV,
  author =       "George Milunovich and Minxian Yang",
  title =        "On Identifying Structural {VAR} Models via {ARCH}
                 Effects",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "5",
  number =       "2",
  pages =        "117--131",
  month =        nov,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2013-0010",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10",
  MRnumber =     "3118452",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2013.5.issue-2/jtse-2013-0010/jtse-2013-0010.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "26-Jul-2013",
}

@Article{Hillebrand:2013:ATR,
  author =       "Eric Hillebrand and Marcelo C. Medeiros and Junyue
                 Xu",
  title =        "Asymptotic Theory for Regressions with Smoothly
                 Changing Parameters",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "5",
  number =       "2",
  pages =        "133--162",
  month =        nov,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2012-0024",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62J02 (62F10 62F12 62M10 62P20)",
  MRnumber =     "3118453",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2013.5.issue-2/jtse-2012-0024/jtse-2012-0024.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "03-May-2013",
}

@Article{Game:2013:CRB,
  author =       "Aaron Game and Jason Wu",
  title =        "A Covariate Residual-Based Cointegration Test Applied
                 to the {CDS}-Bond Basis",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "5",
  number =       "2",
  pages =        "163--192",
  month =        nov,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2012-0020",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62F03 62F05 62P05)",
  MRnumber =     "3118454",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2013.5.issue-2/jtse-2012-0020/jtse-2012-0020.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "30-Apr-2013",
}

@Article{Laurini:2013:HDC,
  author =       "M{\'a}rcio Poletti Laurini",
  title =        "A Hybrid Data Cloning Maximum Likelihood Estimator for
                 Stochastic Volatility Models",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "5",
  number =       "2",
  pages =        "193--229",
  month =        nov,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2012-0025",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRnumber =     "3118455",
  bibdate =      "Fri Mar 8 12:38:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2013.5.issue-2/jtse-2012-0025/jtse-2012-0025.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "26-Apr-2013",
}

@Article{Anonymous:2014:Fa,
  author =       "Anonymous",
  title =        "Frontmatter",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "6",
  number =       "1",
  pages =        "i--i",
  month =        jan,
  year =         "2014",
  CODEN =        "????",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2014.6.issue-1/jtse-2014-masthead1/jtse-2014-masthead1.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
}

@Article{Wang:2014:BPO,
  author =       "Liqiong Wang",
  title =        "Bootstrap Point Optimal Unit Root Tests",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "6",
  number =       "1",
  pages =        "1",
  month =        jan,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2013-0006",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2014.6.issue-1/jtse-2013-0006/jtse-2013-0006.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "11-Dec-2013",
}

@Article{Skrobotov:2014:BCK,
  author =       "Anton Skrobotov",
  title =        "Bias Correction of {KPSS} Test with Structural Break
                 for Reducing of Size Distortion",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "6",
  number =       "1",
  pages =        "33--61",
  month =        jan,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2012-0031",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M07 (60G10 60G12 62E20 62G10 62M10)",
  MRnumber =     "3143789",
  MRreviewer =   "Zuzana Pr\'{a}\v{s}kov\'{a}",
  bibdate =      "Fri Mar 8 12:38:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2014.6.issue-1/jtse-2012-0031/jtse-2012-0031.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "26-Jul-2013",
}

@Article{Bao:2014:EBF,
  author =       "Yong Bao and Ru Zhang",
  title =        "Estimation Bias and Feasible Conditional Forecasts
                 from the First-Order Moving Average Model",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "6",
  number =       "1",
  pages =        "63--80",
  month =        jan,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2013-0015",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62F10)",
  MRnumber =     "3143790",
  bibdate =      "Fri Mar 8 12:38:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2014.6.issue-1/jtse-2013-0015/jtse-2013-0015.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "11-Dec-2013",
}

@Article{Pollock:2014:CSS,
  author =       "D. S. G. Pollock",
  title =        "Cycles, Syllogisms and Semantics: Examining the Idea
                 of Spurious Cycles",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "6",
  number =       "1",
  pages =        "81--102",
  month =        jan,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2012-0033",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRnumber =     "3143791",
  bibdate =      "Fri Mar 8 12:38:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2014.6.issue-1/jtse-2012-0033/jtse-2012-0033.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "26-Jul-2013",
}

@Article{Anonymous:2014:Fb,
  author =       "Anonymous",
  title =        "Frontmatter",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "6",
  number =       "2",
  pages =        "i--i",
  month =        jul,
  year =         "2014",
  CODEN =        "????",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2014.6.issue-2/jtse-2014-frontmatter2/jtse-2014-frontmatter2.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
}

@Article{Golosov:2014:MSR,
  author =       "Edward Golosov and Stephen Satchell",
  title =        "Modeling Style Rotation: Switching and Re-switching",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "6",
  number =       "2",
  pages =        "103--128",
  month =        jul,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2012-0028",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "91G70 (62M10 62P05 62P20 91B25)",
  MRnumber =     "3225699",
  bibdate =      "Fri Mar 8 12:38:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2014.6.issue-2/jtse-2012-0028/jtse-2012-0028.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "24-Jun-2014",
}

@Article{Okui:2014:AUE,
  author =       "Ryo Okui",
  title =        "Asymptotically Unbiased Estimation of Autocovariances
                 and Autocorrelations with Panel Data in the Presence of
                 Individual and Time Effects",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "6",
  number =       "2",
  pages =        "129--181",
  month =        jul,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2013-0017",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M09 (62F12 62G05 62G20 62M10)",
  MRnumber =     "3225700",
  bibdate =      "Fri Mar 8 12:38:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2014.6.issue-2/jtse-2013-0017/jtse-2013-0017.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "23-Apr-2013",
}

@Article{Arvanitis:2014:VLU,
  author =       "Stelios Arvanitis and Antonis Demos",
  title =        "Valid Locally Uniform {Edgeworth} Expansions for a
                 Class of Weakly Dependent Processes or Sequences of
                 Smooth Transformations",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "6",
  number =       "2",
  pages =        "183--235",
  month =        jul,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2012-0003",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "60F05 (62E17 62F12 62M10)",
  MRnumber =     "3225701",
  MRreviewer =   "Zuzana Pr\'{a}\v{s}kov\'{a}",
  bibdate =      "Fri Mar 8 12:38:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2014.6.issue-2/jtse-2012-0003/jtse-2012-0003.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "26-Jul-2013",
}

@Article{McElroy:2014:OSE,
  author =       "Tucker S. McElroy and Agustin Maravall",
  title =        "Optimal Signal Extraction with Correlated Components",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "6",
  number =       "2",
  pages =        "237--273",
  month =        jul,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2013-0016",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "60G35 (62M10 62M20 62P20)",
  MRnumber =     "3225702",
  MRreviewer =   "Sugata Sen Roy",
  bibdate =      "Fri Mar 8 12:38:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2014.6.issue-2/jtse-2013-0016/jtse-2013-0016.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "18-Mar-2014",
}

@Article{Anonymous:2015:Fa,
  author =       "Anonymous",
  title =        "Frontmatter",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "7",
  number =       "1",
  pages =        "i--i",
  month =        jan,
  year =         "2015",
  CODEN =        "????",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2015.7.issue-1/jtse-2015-frontmatter1/jtse-2015-frontmatter1.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
}

@Article{Kurozumi:2015:TMS,
  author =       "Eiji Kurozumi",
  title =        "Testing for Multiple Structural Changes with
                 Non-Homogeneous Regressors",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "7",
  number =       "1",
  pages =        "1--35",
  month =        jan,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2012-0019",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M07 (62F03 62J05 62M10)",
  MRnumber =     "3292309",
  bibdate =      "Fri Mar 8 12:38:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2015.7.issue-1/jtse-2012-0019/jtse-2012-0019.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "13-Dec-2014",
}

@Article{Parker:2015:TBB,
  author =       "Cameron C. Parker and Efstathios Paparoditis and
                 Dimitris Politis",
  title =        "Tapered Block Bootstrap for Unit Root Testing",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "7",
  number =       "1",
  pages =        "37--67",
  month =        jan,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2013-0033",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M07 (60F17 62G09 62M10)",
  MRnumber =     "3292310",
  bibdate =      "Fri Mar 8 12:38:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2015.7.issue-1/jtse-2013-0033/jtse-2013-0033.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "20-Mar-2014",
}

@Article{Asai:2015:LMA,
  author =       "Manabu Asai and Mike K. P. So",
  title =        "Long Memory and Asymmetry for Matrix-Exponential
                 Dynamic Correlation Processes",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "7",
  number =       "1",
  pages =        "69--94",
  month =        jan,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2013-0012",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRnumber =     "3292311",
  bibdate =      "Fri Mar 8 12:38:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2015.7.issue-1/jtse-2013-0012/jtse-2013-0012.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "13-Sep-2014",
}

@Article{Burda:2015:CHM,
  author =       "Martin Burda",
  title =        "Constrained {Hamiltonian Monte Carlo} in {BEKK GARCH}
                 with targeting",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "7",
  number =       "1",
  pages =        "95--113",
  month =        jan,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2013-0013",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10",
  MRnumber =     "3292312",
  bibdate =      "Fri Mar 8 12:38:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2015.7.issue-1/jtse-2013-0013/jtse-2013-0013.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "01-Aug-2014",
}

@Article{Anonymous:2015:Fb,
  author =       "Anonymous",
  title =        "Frontmatter",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "7",
  number =       "2",
  pages =        "i--i",
  month =        jul,
  year =         "2015",
  CODEN =        "????",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2015.7.issue-2/jtse-2015-frontmatter2/jtse-2015-frontmatter2.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
}

@Article{Davidson:2015:TLM,
  author =       "James Davidson and Dooruj Rambaccussing",
  title =        "A Test of the Long Memory Hypothesis Based on
                 Self-Similarity",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "7",
  number =       "2",
  pages =        "115--141",
  month =        jul,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2013-0036",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62P20",
  MRnumber =     "3353611",
  bibdate =      "Fri Mar 8 12:38:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2015.7.issue-2/jtse-2013-0036/jtse-2013-0036.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "30-May-2015",
}

@Article{Born:2015:RAG,
  author =       "Benjamin Born and Matei Demetrescu",
  title =        "Recursive Adjustment for General Deterministic
                 Components and Improved Cointegration Rank Tests",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "7",
  number =       "2",
  pages =        "143--179",
  month =        jul,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2013-0005",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62P20",
  MRnumber =     "3353612",
  bibdate =      "Fri Mar 8 12:38:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2015.7.issue-2/jtse-2013-0005/jtse-2013-0005.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "21-May-2015",
}

@Article{Vafiadis:2015:FVR,
  author =       "Nikolaos Vafiadis",
  title =        "Forecasting volatility and the risk-return tradeoff:
                 an application on the {Fama}-{French} benchmark market
                 return",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "7",
  number =       "2",
  pages =        "181--216",
  month =        jul,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2012-0018",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "91G70",
  MRnumber =     "3353613",
  bibdate =      "Fri Mar 8 12:38:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2015.7.issue-2/jtse-2012-0018/jtse-2012-0018.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "21-May-2015",
}

@Article{Larsson:2015:HCF,
  author =       "Rolf Larsson",
  title =        "How Close Is a Fractional Process to a Random Walk
                 with Drift?",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "7",
  number =       "2",
  pages =        "217--234",
  month =        jul,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2013-0032",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "60G22",
  MRnumber =     "3353614",
  bibdate =      "Fri Mar 8 12:38:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2015.7.issue-2/jtse-2013-0032/jtse-2013-0032.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "16-Sep-2014",
}

@Article{Anonymous:2016:Fa,
  author =       "Anonymous",
  title =        "Frontmatter",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "8",
  number =       "1",
  pages =        "i--i",
  month =        jan,
  year =         "2016",
  CODEN =        "????",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2016.8.issue-1/jtse-2016-frontmatter1/jtse-2016-frontmatter1.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
}

@Article{Sollis:2016:FRR,
  author =       "Robert Sollis",
  title =        "Fixed and recursive right-tailed {Dickey}-{Fuller}
                 tests in the presence of a break under the null",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "8",
  number =       "1",
  pages =        "1--19",
  month =        jan,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2013-0004",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M07 (62M10)",
  MRnumber =     "3435693",
  MRreviewer =   "Zhanshou Chen",
  bibdate =      "Fri Mar 8 12:38:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2016.8.issue-1/jtse-2013-0004/jtse-2013-0004.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "15-Dec-2015",
}

@Article{Arvanitis:2016:NQL,
  author =       "Stelios Arvanitis and Alexandros Louka",
  title =        "A Note on the {QMLE} Limit Theory in the
                 Non-stationary {ARCH(1)} Model",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "8",
  number =       "1",
  pages =        "21--39",
  month =        jan,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2014-0034",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62F12)",
  MRnumber =     "3435694",
  MRreviewer =   "Lixin Song",
  bibdate =      "Fri Mar 8 12:38:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2016.8.issue-1/jtse-2014-0034/jtse-2014-0034.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "28-May-2015",
}

@Article{Nguimkeu:2016:IST,
  author =       "Pierre Nguimkeu",
  title =        "An Improved Selection Test between Autoregressive and
                 Moving Average Disturbances in Regression Models",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "8",
  number =       "1",
  pages =        "41--54",
  month =        jan,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2014-0036",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62F03 (62J05 62M10)",
  MRnumber =     "3435695",
  bibdate =      "Fri Mar 8 12:38:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2016.8.issue-1/jtse-2014-0036/jtse-2014-0036.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "21-May-2015",
}

@Article{Nonejad:2016:PMC,
  author =       "Nima Nonejad",
  title =        "Particle {Markov} chain {Monte Carlo} techniques of
                 unobserved component time series models using {Ox}",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "8",
  number =       "1",
  pages =        "55--90",
  month =        jan,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2013-0024",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (60J22 91B84)",
  MRnumber =     "3435696",
  bibdate =      "Fri Mar 8 12:38:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2016.8.issue-1/jtse-2013-0024/jtse-2013-0024.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "17-Apr-2015",
}

@Article{Anonymous:2016:Fb,
  author =       "Anonymous",
  title =        "Frontmatter",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "8",
  number =       "2",
  pages =        "i--i",
  month =        jul,
  year =         "2016",
  CODEN =        "????",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Fri Mar 8 12:38:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2016.8.issue-2/jtse-2016-frontmatter2/jtse-2016-frontmatter2.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
}

@Article{Hecq:2016:URB,
  author =       "Alain Hecq and S{\'e}bastien Laurent and Franz C.
                 Palm",
  title =        "On the Univariate Representation of {BEKK} Models with
                 Common Factors",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "8",
  number =       "2",
  pages =        "91--113",
  month =        jul,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2015-0002",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62H15 62H25 62P05 91G70)",
  MRnumber =     "3518403",
  bibdate =      "Fri Mar 8 12:38:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2016.8.issue-2/jtse-2015-0002/jtse-2015-0002.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "28-Jun-2016",
}

@Article{Bardet:2016:SSF,
  author =       "Jean-Marc Bardet and B{\'e}chir Dola",
  title =        "Semiparametric Stationarity and Fractional Unit Roots
                 Tests Based on Data-Driven Multidimensional Increment
                 Ratio Statistics",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "8",
  number =       "2",
  pages =        "115--153",
  month =        jul,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2014-0031",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62F12 62G10)",
  MRnumber =     "3518404",
  MRreviewer =   "Xue Mei Hu",
  bibdate =      "Fri Mar 8 12:38:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2016.8.issue-2/jtse-2014-0031/jtse-2014-0031.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "07-Nov-2015",
}

@Article{Wildi:2016:ORT,
  author =       "Marc Wildi and Tucker McElroy",
  title =        "Optimal Real-Time Filters for Linear Prediction
                 Problems",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "8",
  number =       "2",
  pages =        "155--192",
  month =        jul,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2014-0019",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62F12 62M20)",
  MRnumber =     "3518405",
  bibdate =      "Fri Mar 8 12:38:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2016.8.issue-2/jtse-2014-0019/jtse-2014-0019.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "12-Apr-2016",
}

@Article{Singh:2016:IMC,
  author =       "Tarlok Singh",
  title =        "International mobility of capital in the {United}
                 {States}: robust evidence from time-series tests",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "8",
  number =       "2",
  pages =        "193--249",
  month =        jul,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2014-0005",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "91B84 (62M07)",
  MRnumber =     "3518406",
  bibdate =      "Fri Mar 8 12:38:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2016.8.issue-2/jtse-2014-0005/jtse-2014-0005.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "09-Apr-2016",
}

@Article{Trimbur:2017:SEN,
  author =       "Thomas Trimbur and Tucker McElroy",
  title =        "Signal Extraction for Nonstationary Time Series with
                 Diverse Sampling Rules",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "9",
  number =       "1",
  pages =        "20140026:1--20140026:37",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2014-0026",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (60G10 60G35)",
  MRnumber =     "3605016",
  bibdate =      "Fri Mar 8 12:38:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2017.9.issue-1/jtse-2014-0026/jtse-2014-0026.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20140026",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "22-Apr-2016",
}

@Article{Iacone:2017:TCM,
  author =       "Fabrizio Iacone and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Testing for a Change in Mean under Fractional
                 Integration",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "9",
  number =       "1",
  pages =        "20150006:1--20150006:8",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2015-0006",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62F03)",
  MRnumber =     "3605013",
  bibdate =      "Fri Mar 8 12:38:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2017.9.issue-1/jtse-2015-0006/jtse-2015-0006.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20150006",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "22-Jul-2016",
}

@Article{Aristidou:2017:IIC,
  author =       "Chrystalleni Aristidou and David I. Harvey and Stephen
                 J. Leybourne",
  title =        "The Impact of the Initial Condition on Covariate
                 Augmented Unit Root Tests",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "9",
  number =       "1",
  pages =        "20150013:1--20150013:23",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2015-0013",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62E20 62M07)",
  MRnumber =     "3605014",
  bibdate =      "Fri Mar 8 12:38:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2017.9.issue-1/jtse-2015-0013/jtse-2015-0013.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20150013",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "25-Mar-2016",
}

@Article{Symeonides:2017:SCS,
  author =       "Spyridon D. Symeonides and Yiannis Karavias and Elias
                 Tzavalis",
  title =        "Size corrected Significance Tests in Seemingly
                 Unrelated Regressions with Autocorrelated Errors",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "9",
  number =       "1",
  pages =        "20150014:1--20150014:14",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2015-0014",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62J05 (62E17 62F03)",
  MRnumber =     "3605015",
  bibdate =      "Fri Mar 8 12:38:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2017.9.issue-1/jtse-2015-0014/jtse-2015-0014.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20150014",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "14-Apr-2016",
}

@Article{Khan:2017:AFB,
  author =       "Naushad Mamode Khan and Yuvraj Sunecher and Vandna
                 Jowaheer",
  title =        "Analyzing the Full {BINMA} Time Series Process Using a
                 Robust {GQL} Approach",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "9",
  number =       "2",
  pages =        "20150019:1--20150019:12",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2015-0019",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10",
  MRnumber =     "3674101",
  bibdate =      "Fri Mar 8 12:38:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2017.9.issue-2/jtse-2015-0019/jtse-2015-0019.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20150019",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "06-Aug-2016",
}

@Article{Javed:2017:TBD,
  author =       "Farrukh Javed and Krzysztof Podg{\'o}rski",
  title =        "Tail Behavior and Dependence Structure in the {APARCH}
                 Model",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "9",
  number =       "2",
  pages =        "20160002:1--20160002:48",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2016-0002",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (60E05 62H20 91B84 91G70)",
  MRnumber =     "3674098",
  MRreviewer =   "N. Balakrishna",
  bibdate =      "Fri Mar 8 12:38:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2017.9.issue-2/jtse-2016-0002/jtse-2016-0002.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20160002",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "03-Dec-2016",
}

@Article{Sanhaji:2017:TNC,
  author =       "Bilel Sanhaji",
  title =        "Testing for Nonlinearity in Conditional Covariances",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "9",
  number =       "2",
  pages =        "20160010:1--20160010:22",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2016-0010",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62G10)",
  MRnumber =     "3674099",
  bibdate =      "Fri Mar 8 12:38:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2017.9.issue-2/jtse-2016-0010/jtse-2016-0010.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20160010",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "26-Apr-2017",
}

@Article{Lips:2017:DTS,
  author =       "Johannes Lips",
  title =        "Do They Still Matter? --- {Impact} of Fossil Fuels on
                 Electricity Prices in the Light of Increased Renewable
                 Generation",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "9",
  number =       "2",
  pages =        "20160018:1--20160018:30",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2016-0018",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62P20 (62G10 62M10 91B76)",
  MRnumber =     "3674100",
  bibdate =      "Fri Mar 8 12:38:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2017.9.issue-2/jtse-2016-0018/jtse-2016-0018.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20160018",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "08-Jun-2017",
}

@Article{Boubaker:2018:GAM,
  author =       "Heni Boubaker",
  title =        "A Generalized {ARFIMA} Model with Smooth Transition
                 Fractional Integration Parameter",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "10",
  number =       "1",
  pages =        "20150001:1--20150001:21",
  month =        jan,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2015-0001",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62G05 62M15)",
  MRnumber =     "3748186",
  bibdate =      "Fri Mar 8 12:38:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2018.10.issue-1/jtse-2015-0001/jtse-2015-0001.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20150001",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "19-Jul-2017",
}

@Article{Poissonnier:2018:CLM,
  author =       "Aur{\'e}lien Poissonnier",
  title =        "The {Chow}-{Lin} method extended to dynamic models
                 with autocorrelated residuals",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "10",
  number =       "1",
  pages =        "20160007:1--20160007:16",
  month =        jan,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2016-0007",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (60G35 91B84)",
  MRnumber =     "3748187",
  bibdate =      "Fri Mar 8 12:38:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2018.10.issue-1/jtse-2016-0007/jtse-2016-0007.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20160007",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "26-Aug-2017",
}

@Article{Skrobotov:2018:TBI,
  author =       "Anton Skrobotov",
  title =        "On Trend Breaks and Initial Condition in Unit Root
                 Testing",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "10",
  number =       "1",
  pages =        "20160014:1--20160014:14",
  month =        jan,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2016-0014",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62M07)",
  MRnumber =     "3748188",
  bibdate =      "Fri Mar 8 12:38:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2018.10.issue-1/jtse-2016-0014/jtse-2016-0014.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20160014",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "18-Jul-2017",
}

@Article{Jiang:2018:VML,
  author =       "Zhengjun Jiang and Weixuan Xia",
  title =        "Volatility Modeling with Leverage Effect under
                 {Laplace} Errors",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "10",
  number =       "1",
  pages =        "20160019:1--20160019:28",
  month =        jan,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2016-0019",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62P05 (62M10 91B84)",
  MRnumber =     "3748189",
  bibdate =      "Fri Mar 8 12:38:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2018.10.issue-1/jtse-2016-0019/jtse-2016-0019.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20160019",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "18-Jul-2017",
}

@Article{Ahmed:2018:WPT,
  author =       "Muhammad Farid Ahmed and Stephen Satchell",
  title =        "What Proportion of Time is a Particular Market
                 Inefficient? \ldots{} {A} Method for Analysing the
                 Frequency of Market Efficiency when Equity Prices
                 Follow Threshold Autoregressions",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "10",
  number =       "2",
  pages =        "20160021:1--20160021:22",
  month =        jul,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2016-0021",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (60J10 62P05 91B24)",
  MRnumber =     "3833442",
  bibdate =      "Fri Mar 8 12:38:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2018.10.issue-2/jtse-2016-0021/jtse-2016-0021.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20160021",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "20-Jul-2018",
}

@Article{Khan:2018:FOD,
  author =       "Naushad Mamode Khan and Yuvraj Sunecher and Vandna
                 Jowaheer",
  title =        "A Flexible Observation-Driven Stationary Bivariate
                 Negative Binomial {INAR(1)} with Non-homogeneous Levels
                 of Over-dispersion",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "10",
  number =       "2",
  pages =        "20160028:1--20160028:8",
  month =        jul,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2016-0028",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10",
  MRnumber =     "3833443",
  bibdate =      "Fri Mar 8 12:38:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2018.10.issue-2/jtse-2016-0028/jtse-2016-0028.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20160028",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "06-Dec-2017",
}

@Article{Anatolyev:2018:STU,
  author =       "Stanislav Anatolyev and Grigory Kosenok",
  title =        "Sequential Testing with Uniformly Distributed Size",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "10",
  number =       "2",
  pages =        "20170002:1--20170002:22",
  month =        jul,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2017-0002",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62L10 (60G17 60J65 62J05)",
  MRnumber =     "3833440",
  bibdate =      "Fri Mar 8 12:38:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2018.10.issue-2/jtse-2017-0002/jtse-2017-0002.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20170002",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "06-Feb-2018",
}

@Article{Ardia:2018:MCN,
  author =       "David Ardia and Keven Bluteau and Lennart F.
                 Hoogerheide",
  title =        "Methods for Computing Numerical Standard Errors:
                 Review and Application to Value-at-Risk Estimation",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "10",
  number =       "2",
  pages =        "20170011:1--20170011:9",
  month =        jul,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2017-0011",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "62M10 (62P05)",
  MRnumber =     "3833441",
  bibdate =      "Fri Mar 8 12:38:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2018.10.issue-2/jtse-2017-0011/jtse-2017-0011.xml",
  acknowledgement = ack-nhfb,
  articleno =    "20170011",
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "21-Jul-2018",
}

@Article{Sunecher:2019:MDB,
  author =       "Yuvraj Sunecher and Naushad Mamode Khan and Vandna
                 Jowaheer",
  title =        "Modelling with Dispersed Bivariate Moving Average
                 Processes",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "11",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2018-0009",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRnumber =     "3912450",
  bibdate =      "Fri Mar 8 12:38:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2019.11.issue-1/jtse-2018-0009/jtse-2018-0009.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "22-Jan-2019",
  xxpages =      "jtse-2018--0009",
}

@Article{Demos:2019:FST,
  author =       "Antonis Demos and Dimitra Kyriakopoulou",
  title =        "Finite-Sample Theory and Bias Correction of Maximum
                 Likelihood Estimators in the {EGARCH} Model",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "11",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2018-0010",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRnumber =     "3912451",
  bibdate =      "Fri Mar 8 12:38:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2019.11.issue-1/jtse-2018-0010/jtse-2018-0010.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "05-Oct-2018",
  xxpages =      "jtse-2018--0010",
}

@Article{Lee:2019:NNM,
  author =       "Jinu Lee",
  title =        "A Neural Network Method for Nonlinear Time Series
                 Analysis",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "11",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2016-0011",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRnumber =     "3912452",
  bibdate =      "Fri Mar 8 12:38:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2019.11.issue-1/jtse-2016-0011/jtse-2016-0011.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "29-Dec-2018",
  xxpages =      "jtse-2016--0011",
}

@Article{Otunuga:2019:LLA,
  author =       "Olusegun M. Otunuga and Gangaram S. Ladde and Nathan
                 G. Ladde",
  title =        "Local Lagged Adapted Generalized Method of Moments: An
                 Innovative Estimation and Forecasting Approach and its
                 Applications",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "11",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1515/jtse-2016-0024",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  MRclass =      "37M05 (37M10 62G05 62M10 62P05)",
  MRnumber =     "3912453",
  bibdate =      "Fri Mar 8 12:38:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "http://www.degruyter.com/view/j/jtse.2019.11.issue-1/jtse-2016-0024/jtse-2016-0024.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "23-Jan-2019",
  xxpages =      "jtse-2016--0024",
}

@Article{Baffour:2019:FVR,
  author =       "Alexander Amo Baffour and Jingchun Feng and Liwei Fan
                 and Beryl Adormaa Buanya",
  title =        "Forecasting Volatility Returns of Oil Price Using Gene
                 Expression Programming Approach",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "11",
  number =       "2",
  pages =        "??--??",
  month =        jul,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Tue Jul 9 08:30:20 MDT 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "https://www.degruyter.com/view/j/jtse.2019.11.issue-2/jtse-2017-0022/jtse-2017-0022.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "04-Jan-2019",
}

@Article{Kokoszka:2019:RAC,
  author =       "Piotr Kokoszka and Hong Miao and Stilian Stoev and Ben
                 Zheng",
  title =        "Risk Analysis of Cumulative Intraday Return Curves",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "11",
  number =       "2",
  pages =        "??--??",
  month =        jul,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Tue Jul 9 08:30:20 MDT 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "https://www.degruyter.com/view/j/jtse.2019.11.issue-2/jtse-2018-0011/jtse-2018-0011.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "13-Oct-2018",
}

@Article{Kolios:2019:PBC,
  author =       "Bill Kolios",
  title =        "Political Business Cycles in {Australia} Elections and
                 Party Ideology",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "11",
  number =       "2",
  pages =        "??--??",
  month =        jul,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Tue Jul 9 08:30:20 MDT 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "https://www.degruyter.com/view/j/jtse.2019.11.issue-2/jtse-2017-0012/jtse-2017-0012.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "20-Nov-2018",
}

@Article{Tofoli:2019:DVC,
  author =       "Paula V. T{\'o}foli and Fl{\'a}vio A. Ziegelmann and
                 Osvaldo Candido and Pedro L. Valls Pereira",
  title =        "Dynamic {$D$}-Vine Copula Model with Applications to
                 Value-at-Risk {(VaR)}",
  journal =      j-J-TIME-SER-ECONOM,
  volume =       "11",
  number =       "2",
  pages =        "??--??",
  month =        jul,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2194-6507 (print), 1941-1928 (electronic)",
  ISSN-L =       "1941-1928",
  bibdate =      "Tue Jul 9 08:30:20 MDT 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
  URL =          "https://www.degruyter.com/view/j/jtse.2019.11.issue-2/jtse-2017-0016/jtse-2017-0016.xml",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Econometrics",
  journal-URL =  "https://www.degruyter.com/view/j/jtse",
  onlinedate =   "06-May-2019",
}