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Wiley-Blackwell: Journal of Time Series Analysis

3,548 Total downloads for all papers in this Journal/Topic

Records 1 - 20 of 329 matches
[ 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | Next ]

Incl. Electronic Paper eDocument is available from the SSRN eLibrary for free
Incl. Electronic Paper eDocument is available, fee may apply

Incl. Fee Electronic Paper A Simple Procedure for Computing Improved Prediction Intervals for Autoregressive Models
Journal of Time Series Analysis, Vol. 30, Issue 6, pp. 577-590, November 2009
Paolo Vidoni
Università degli Studi di Udine - Dipartimento di Scienze Statistiche
Date Posted: October 20, 2009
Last Revised: October 20, 2009
Accepted Paper Series

Incl. Fee Electronic Paper A Test for Improved Multi-Step Forecasting
Journal of Time Series Analysis, Vol. 30, Issue 6, pp. 682-707, November 2009
John Haywood and Granville Tunnicliffe Wilson
Victoria University of Wellington and affiliation not provided to SSRN
Date Posted: October 20, 2009
Last Revised: October 26, 2009
Accepted Paper Series

Incl. Fee Electronic Paper Bootstrap-Based Bandwidth Choice for Log-Periodogram Regression
Journal of Time Series Analysis, Vol. 30, Issue 6, pp. 591-617, November 2009
Josu Arteche and Jesus Orbe
University of the Basque Country and Universidad del País Vasco
Date Posted: October 20, 2009
Last Revised: October 20, 2009
Accepted Paper Series

Incl. Fee Electronic Paper Computationally Efficient Methods for Two Multivariate Fractionally Integrated Models
Journal of Time Series Analysis, Vol. 30, Issue 6, pp. 631-651, November 2009
Rebecca J. Sela and Clifford M. Hurvich
New York University - Leonard N. Stern School of Business and Stern School of Business, New York University
Date Posted: October 20, 2009
Last Revised: October 20, 2009
Accepted Paper Series

Incl. Fee Electronic Paper Goodness-of-Fit Test for a Nonlinear Time Series
Journal of Time Series Analysis, Vol. 30, Issue 6, pp. 674-681, November 2009
Yoichi Nishiyama
The Institute of Statistical Mathematics
Date Posted: October 20, 2009
Last Revised: October 20, 2009
Accepted Paper Series

Incl. Fee Electronic Paper On Nonparametric Prediction of Linear Processes
Journal of Time Series Analysis, Vol. 30, Issue 6, pp. 652-673, November 2009
Jan Mielniczuk , Zhou Zhou and Wei Biao Wu
affiliation not provided to SSRN , University of Toronto and affiliation not provided to SSRN
Date Posted: October 20, 2009
Last Revised: October 20, 2009
Accepted Paper Series

Incl. Fee Electronic Paper The Restricted Likelihood Ratio Test at the Boundary in Autoregressive Series
Journal of Time Series Analysis, Vol. 30, Issue 6, pp. 618-630, November 2009
Willa W. Chen and Rohit Deo
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Date Posted: October 20, 2009
Last Revised: October 26, 2009
Accepted Paper Series

Incl. Fee Electronic Paper Asymptotic Normality of Wavelet Estimators of the Memory Parameter for Linear Processes
Journal of Time Series Analysis, Vol. 30, Issue 5, pp. 534-558, September 2009
F. Roueff and M. S. Taqqu
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: October 13, 2009
Last Revised: October 20, 2009
Accepted Paper Series

Incl. Fee Electronic Paper Autoregressive Processes with Data-Driven Regime Switching
Journal of Time Series Analysis, Vol. 30, No. 5, pp. 505-533, September 2009
Joseph Tadjuidje Kamgaing , Hernando Ombao and Richard A. Davis
affiliation not provided to SSRN , University of Illinois at Urbana-Champaign - Department of Statistics and Columbia University
Date Posted: October 13, 2009
Last Revised: October 13, 2009
Accepted Paper Series

Incl. Fee Electronic Paper The Application of the Kalman Filter to Nonstationary Time Series Through Time Deformation
Journal of Time Series Analysis, Vol. 30, Issue 5, pp. 559-574, September 2009
Zhu Wang , Wayne A. Woodward and Henry Gray
Yale University , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: October 13, 2009
Last Revised: October 13, 2009
Accepted Paper Series

Incl. Fee Electronic Paper Maximum Entropy for Periodically Correlated Processes from Nonconsecutive Autocovariance Coefficients
Journal of Time Series Analysis, Vol. 30, Issue 5, pp. 467-486, September 2009
Georgi N. Boshnakov and Sophie Lambert-Lacroix
University of Manchester and Laboratoir LMC-IMAG
Date Posted: October 13, 2009
Last Revised: October 13, 2009
Accepted Paper Series

Incl. Fee Electronic Paper On Multiple Portmanteau Tests
Journal of Time Series Analysis, Vol. 30, Issue 5, pp. 487-504, September 2009
Naoya Katayama
affiliation not provided to SSRN
Date Posted: October 13, 2009
Last Revised: October 20, 2009
Accepted Paper Series

Incl. Fee Electronic Paper Bartlett's Formula for a General Class of Nonlinear Processes
Journal of Time Series Analysis, Vol. 30, Issue 4, pp. 449-465, July 2009
Christian Francq and Jean-Michel Zakoïan
University of Lille III and Université de Lille III
Date Posted: June 20, 2009
Last Revised: June 20, 2009
Accepted Paper Series

Incl. Fee Electronic Paper Estimation in Nonstationary Random Coefficient Autoregressive Models
Journal of Time Series Analysis, Vol. 30, Issue 4, pp. 395-416, July 2009
István Berkes , Lajos Horváth and Shiqing Ling
affiliation not provided to SSRN , University of Utah - Department of Mathematics and Hong Kong University of Science & Technology (HKUST) - Department of Mathematics
Date Posted: June 20, 2009
Last Revised: June 20, 2009
Accepted Paper Series

Incl. Fee Electronic Paper First-Order Rounded Integer-Valued Autoregressive (RINAR(1)) Process
Journal of Time Series Analysis, Vol. 30, Issue 4, pp. 417-448, July 2009
M. Kachour and J. F. Yao
Université de Rennes I and Université de Rennes I
Date Posted: June 20, 2009
Last Revised: August 16, 2009
Accepted Paper Series

Incl. Fee Electronic Paper Selecting Nonlinear Time Series Models Using Information Criteria
Journal of Time Series Analysis, Vol. 30, Issue 4, pp. 369-394, July 2009
Zacharias Psaradakis , Martin Sola , Fabio Spagnolo and Nicola Spagnolo
University of London, Birkbeck College - School of Economics, Mathematics and Statistics , Universidad Torcuato Di Tella , Brunel University - Economics and Finance and Brunel University
Date Posted: June 20, 2009
Last Revised: June 20, 2009
Accepted Paper Series

Incl. Fee Electronic Paper A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions
Journal of Time Series Analysis, Vol. 30, Issue 2, pp. 208-238, March 2009
George Kapetanios and Massimiliano Giuseppe Marcellino
University of London - Queen Mary College - Department of Economics and European University Institute
Date Posted: April 27, 2009
Last Revised: April 27, 2009
Accepted Paper Series

Incl. Fee Electronic Paper Bootstrap Prediction Intervals in State–Space Models
Journal of Time Series Analysis, Vol. 30, Issue 2, pp. 167-178, March 2009
Esther Ruiz and Alejandro Rodriguez
Universidad Carlos III de Madrid - Department of Statistics and Econometrics and Universidad Carlos III de Madrid
Date Posted: April 27, 2009
Last Revised: April 27, 2009
Accepted Paper Series

Incl. Fee Electronic Paper Testing Equality of Stationary Autocovariances
Journal of Time Series Analysis, Vol. 30, Issue 3, pp. 332-348, May 2009
Robert Lund , Hany Bassily and Brani Vidakovic
University of Georgia - Department of Statistics , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: April 27, 2009
Last Revised: April 27, 2009
Accepted Paper Series

Incl. Fee Electronic Paper Bootstrapping a Weighted Linear Estimator of the Arch Parameters
Journal of Time Series Analysis, Vol. 30, Issue 3, pp. 315-331, May 2009
Arup Bose and Kanchan Mukherjee
affiliation not provided to SSRN and INSEAD
Date Posted: April 27, 2009
Last Revised: April 27, 2009
Accepted Paper Series


Records 1 - 20 of 329 matches
[ 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | Next ]

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