@Preamble{
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@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/|"}
@String{j-J-TIME-SER-ECONOM = "Journal of Time Series Econometrics"}
@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",
}
@Article{Asai:2020:CDG,
author = "Manabu Asai and Shelton Peiris and Michael McAleer and
David E. Allen",
title = "Cointegrated Dynamics for a Generalized Long Memory
Process: Application to Interest Rates",
journal = j-J-TIME-SER-ECONOM,
volume = "12",
number = "1",
pages = "??--??",
month = jan,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2018-0024",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Tue Jul 14 11:56:54 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/view/journals/jtse/12/1/article-20180024.xml",
acknowledgement = ack-nhfb,
articleno = "20180024",
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
onlinedate = "07 Mar 2020",
}
@Article{Zerom:2020:PAP,
author = "Jan G. De Gooijer and Dawit Zerom",
title = "Penalized Averaging of Parametric and Non-Parametric
Quantile Forecasts",
journal = j-J-TIME-SER-ECONOM,
volume = "12",
number = "1",
pages = "??--??",
month = jan,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2019-0021",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Tue Jul 14 11:56:54 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/view/journals/jtse/12/1/article-20190021.xml",
acknowledgement = ack-nhfb,
articleno = "20190021",
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
onlinedate = "17 Dec 2019",
}
@Article{Weiss:2020:CMA,
author = "Christian Wei{\ss} and Lukas Scherer and Boris
Aleksandrov and Martin Feld",
title = "Checking Model Adequacy for Count Time Series by Using
{Pearson} Residuals",
journal = j-J-TIME-SER-ECONOM,
volume = "12",
number = "1",
pages = "??--??",
month = jan,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2018-0018",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Tue Jul 14 11:56:54 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/view/journals/jtse/12/1/article-20180018.xml",
acknowledgement = ack-nhfb,
articleno = "20180018",
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
onlinedate = "15 Aug 2019",
}
@Article{Shang:2020:CHE,
author = "Han Lin Shang",
title = "A Comparison of {Hurst} Exponent Estimators in
Long-range Dependent Curve Time Series",
journal = j-J-TIME-SER-ECONOM,
volume = "12",
number = "1",
pages = "??--??",
month = jan,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2019-0009",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Tue Jul 14 11:56:54 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/view/journals/jtse/12/1/article-20190009.xml",
acknowledgement = ack-nhfb,
articleno = "20190009",
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
onlinedate = "26 May 2020",
}
@Article{Chen:2020:TVN,
author = "Jie Chen and Dimitris N. Politis",
title = "Time-varying {NoVaS} Versus {GARCH}: Point Prediction,
Volatility Estimation and Prediction Intervals",
journal = j-J-TIME-SER-ECONOM,
volume = "12",
number = "2",
pages = "??--??",
month = "????",
year = "2020",
CODEN = "????",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Thu May 20 13:04:09 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2019-0044/html",
acknowledgement = ack-nhfb,
articleno = "20190044",
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Livio:2020:IPI,
author = "Tito L{\'\i}vio and Marcelo Bourguignon and Fernando
Nascimento",
title = "{INAR(1)} Processes with Inflated-parameter
Generalized Power Series Innovations",
journal = j-J-TIME-SER-ECONOM,
volume = "12",
number = "2",
pages = "??--??",
month = "????",
year = "2020",
CODEN = "????",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Thu May 20 13:04:09 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2019-0033/html",
acknowledgement = ack-nhfb,
articleno = "20190033",
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Ankargren:2020:FMF,
author = "Sebastian Ankargren and M{\aa}ns Unosson and Yukai
Yang",
title = "A Flexible Mixed-Frequency Vector Autoregression with
a Steady-State Prior",
journal = j-J-TIME-SER-ECONOM,
volume = "12",
number = "2",
pages = "??--??",
month = "????",
year = "2020",
CODEN = "????",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Thu May 20 13:04:09 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2018-0034/html",
acknowledgement = ack-nhfb,
articleno = "20180034",
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Aw:2020:BEF,
author = "Alassane Aw and Emmanuel Nicolas Cabral",
title = "{Bayesian} Estimation of the Functional Spatial Lag
Model",
journal = j-J-TIME-SER-ECONOM,
volume = "12",
number = "2",
pages = "??--??",
month = "????",
year = "2020",
CODEN = "????",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Thu May 20 13:04:09 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2019-0047/html",
acknowledgement = ack-nhfb,
articleno = "20190047",
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Anonymous:2021:Fa,
author = "Anonymous",
title = "Frontmatter",
journal = j-J-TIME-SER-ECONOM,
volume = "13",
number = "1",
pages = "i--iii",
day = "22",
month = jan,
year = "2021",
CODEN = "????",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Thu May 20 13:04:09 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2021-frontmatter1/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Korhonen:2021:BDR,
author = "Marko Korhonen and Mikko Puhakka",
title = "The Behavior of Divorce Rates: A Smooth Transition
Regression Approach",
journal = j-J-TIME-SER-ECONOM,
volume = "13",
number = "1",
pages = "1--19",
day = "22",
month = jan,
year = "2021",
CODEN = "????",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Thu May 20 13:04:09 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2019-0018/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Quineche:2021:CAW,
author = "Ricardo Quineche",
title = "Consumption, Aggregate Wealth and Expected Stock
Returns: An {FCVAR} Approach",
journal = j-J-TIME-SER-ECONOM,
volume = "13",
number = "1",
pages = "21--42",
day = "22",
month = jan,
year = "2021",
CODEN = "????",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Thu May 20 13:04:09 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2020-0029/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Tripathi:2021:ERF,
author = "Manas Tripathi and Saurabh Kumar and Sarveshwar Kumar
Inani",
title = "Exchange Rate Forecasting Using Ensemble Modeling for
Better Policy Implications",
journal = j-J-TIME-SER-ECONOM,
volume = "13",
number = "1",
pages = "43--71",
day = "22",
month = jan,
year = "2021",
CODEN = "????",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Thu May 20 13:04:09 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2020-0013/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Marfatia:2021:MHP,
author = "Hardik A. Marfatia",
title = "Modeling House Price Synchronization across the {U.S.}
States and their Time-Varying Macroeconomic Linkages",
journal = j-J-TIME-SER-ECONOM,
volume = "13",
number = "1",
pages = "73--117",
day = "22",
month = jan,
year = "2021",
CODEN = "????",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Thu May 20 13:04:09 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2017-0014/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Anonymous:2021:Fb,
author = "Anonymous",
title = "Frontmatter",
journal = j-J-TIME-SER-ECONOM,
volume = "13",
number = "2",
pages = "i--ii",
month = jul,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2021-frontmatter2",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Tue Feb 22 07:48:31 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2021-frontmatter2/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Hunt:2021:GFD,
author = "Richard Hunt and Shelton Peiris and Neville Weber",
title = "A General Frequency Domain Estimation Method for
{Gegenbauer} Processes",
journal = j-J-TIME-SER-ECONOM,
volume = "13",
number = "2",
pages = "119--144",
month = jul,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2019-0031",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Tue Feb 22 07:48:31 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2019-0031/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Olivares:2021:ECD,
author = "Daniel Gonz{\'a}lez Olivares and Isai Guizar",
title = "Estimation of Continuous and Discrete Time
Co-integrated Systems with Stock and Flow Variables",
journal = j-J-TIME-SER-ECONOM,
volume = "13",
number = "2",
pages = "145--186",
month = jul,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2019-0026",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Tue Feb 22 07:48:31 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2019-0026/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Becker:2021:VSR,
author = "William Becker and Paolo Paruolo and Andrea Saltelli",
title = "Variable Selection in Regression Models Using Global
Sensitivity Analysis",
journal = j-J-TIME-SER-ECONOM,
volume = "13",
number = "2",
pages = "187--233",
month = jul,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2018-0025",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Tue Feb 22 07:48:31 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2018-0025/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Ollech:2021:SAD,
author = "Daniel Ollech",
title = "Seasonal Adjustment of Daily Time Series",
journal = j-J-TIME-SER-ECONOM,
volume = "13",
number = "2",
pages = "235--264",
month = jul,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2020-0028",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Tue Feb 22 07:48:31 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2020-0028/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Anonymous:2022:Fa,
author = "Anonymous",
title = "Frontmatter",
journal = j-J-TIME-SER-ECONOM,
volume = "14",
number = "1",
pages = "i--ii",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2022-frontmatter1",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Tue Feb 22 07:48:31 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2022-frontmatter1/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Taufemback:2022:RTM,
author = "Cleiton G. Taufemback and Victor Troster and Muhammad
Shahbaz",
title = "A Robust Test for Monotonicity in Asset Returns",
journal = j-J-TIME-SER-ECONOM,
volume = "14",
number = "1",
pages = "1--24",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2019-0068",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Tue Feb 22 07:48:31 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2019-0068/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Dimitriou-Fakalou:2022:DWU,
author = "Chrysoula Dimitriou-Fakalou",
title = "On a Different way of Understanding the Edge-Effect
for the Inference of {ARMA}-type Processes (in {$ Z^d
$})",
journal = j-J-TIME-SER-ECONOM,
volume = "14",
number = "1",
pages = "25--50",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2020-0012",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Tue Feb 22 07:48:31 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2020-0012/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Canepa:2022:SSA,
author = "Alessandra Canepa",
title = "Small Sample Adjustment for Hypotheses Testing on
Cointegrating Vectors",
journal = j-J-TIME-SER-ECONOM,
volume = "14",
number = "1",
pages = "51--85",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2020-0044",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Tue Feb 22 07:48:31 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2020-0044/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Carrara:2022:ECV,
author = "Aniela Fagundes Carrara and Tiago Luiz Pesquero",
title = "The Export of Commodities and the Validity of the
Export-Led Growth {(ELG)} Hypothesis for the
{Brazilian} Economy: an Analysis of the Commodity Boom
Period",
journal = j-J-TIME-SER-ECONOM,
volume = "14",
number = "1",
pages = "87--106",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2020-0034",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Tue Feb 22 07:48:31 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2020-0034/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Anonymous:2022:Fb,
author = "Anonymous",
title = "Frontmatter",
journal = j-J-TIME-SER-ECONOM,
volume = "14",
number = "2",
pages = "i--ii",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2022-frontmatter2",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Sat Jun 4 11:31:47 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2022-frontmatter2/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Mainassara:2022:GFT,
author = "Yacouba Boubacar Ma{\"\i}nassara and Abdoulkarim Ilmi
Amir",
title = "Goodness-of-Fit Tests for {SPARMA} Models with
Dependent Error Terms",
journal = j-J-TIME-SER-ECONOM,
volume = "14",
number = "2",
pages = "107--140",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2022-0002",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Sat Jun 4 11:31:47 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2022-0002/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Mainassara:2022:ESM,
author = "Yacouba Boubacar Ma{\"\i}nassara and Abdoulkarim Ilmi
Amir",
title = "Estimating {SPARMA} Models with Dependent Error
Terms",
journal = j-J-TIME-SER-ECONOM,
volume = "14",
number = "2",
pages = "141--174",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2021-0022",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Sat Jun 4 11:31:47 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2021-0022/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Asai:2022:MHR,
author = "Manabu Asai and Michael McAleer",
title = "Multivariate Hyper-Rotated {GARCH-BEKK}",
journal = j-J-TIME-SER-ECONOM,
volume = "14",
number = "2",
pages = "175--198",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2021-0006",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Sat Jun 4 11:31:47 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2021-0006/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Montes-Rojas:2022:EIR,
author = "Gabriel Montes-Rojas",
title = "Estimating Impulse-Response Functions for
Macroeconomic Models using Directional Quantiles",
journal = j-J-TIME-SER-ECONOM,
volume = "14",
number = "2",
pages = "199--225",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2021-0002",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Sat Jun 4 11:31:47 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2021-0002/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Anonymous:2023:F,
author = "Anonymous",
title = "Frontmatter",
journal = j-J-TIME-SER-ECONOM,
volume = "15",
number = "1",
pages = "i--ii",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2023-frontmatter1",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Wed Mar 22 08:23:10 MDT 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2023-frontmatter1/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Liu-Evans:2023:IEP,
author = "Gareth Liu-Evans",
title = "Improving the Estimation and Predictions of Small Time
Series Models",
journal = j-J-TIME-SER-ECONOM,
volume = "15",
number = "1",
pages = "1--26",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2021-0051",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Wed Mar 22 08:23:10 MDT 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2021-0051/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Doojav:2023:FIM,
author = "Gan-Ochir Doojav and Davaajargal Luvsannyam",
title = "Forecasting Inflation in {Mongolia}: a Dynamic Model
Averaging Approach",
journal = j-J-TIME-SER-ECONOM,
volume = "15",
number = "1",
pages = "27--48",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2020-0021",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Wed Mar 22 08:23:10 MDT 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2020-0021/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Asai:2023:RBC,
author = "Manabu Asai and Mike K. P. So",
title = "Realized {BEKK-CAW} Models",
journal = j-J-TIME-SER-ECONOM,
volume = "15",
number = "1",
pages = "49--77",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2022-0009",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Wed Mar 22 08:23:10 MDT 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2022-0009/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
@Article{Kawakatsu:2023:SFR,
author = "Hiroyuki Kawakatsu",
title = "Simple Factor Realized Stochastic Volatility Models",
journal = j-J-TIME-SER-ECONOM,
volume = "15",
number = "1",
pages = "79--110",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1515/jtse-2021-0049",
ISSN = "2194-6507 (print), 1941-1928 (electronic)",
ISSN-L = "1941-1928",
bibdate = "Wed Mar 22 08:23:10 MDT 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jtimesereconom.bib",
URL = "https://www.degruyter.com/document/doi/10.1515/jtse-2021-0049/html",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Econometrics",
journal-URL = "https://www.degruyter.com/view/j/jtse",
}
