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Citation Profile [Updated: 2024-05-13 08:04:26]
5 Years H Index
53
Impact Factor (IF)
0.36
5 Years IF
0.47
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.03 0.11 0.56 0.03 27 27 177 15 15 60 2 147 4 0 0 0.05
1991 0.02 0.1 0.4 0.03 26 53 125 21 36 54 1 152 5 0 0 0.05
1992 0.09 0.11 0.26 0.05 34 87 346 23 59 53 5 154 8 0 0 0.05
1993 0.07 0.13 0.22 0.06 47 134 398 30 89 60 4 147 9 0 0 0.06
1994 0.01 0.14 0.12 0.02 46 180 660 22 111 81 1 161 4 0 1 0.02 0.07
1995 0.11 0.22 0.53 0.13 40 220 394 115 228 93 10 180 24 54 47 2 0.05 0.1
1996 0.13 0.25 0.49 0.16 35 255 408 126 354 86 11 193 31 0 4 0.11 0.12
1997 0.21 0.25 0.45 0.25 36 291 293 131 485 75 16 202 50 0 2 0.06 0.11
1998 0.14 0.28 0.41 0.25 46 337 965 138 623 71 10 204 50 0 3 0.07 0.13
1999 0.22 0.31 0.35 0.18 44 381 373 133 757 82 18 203 36 0 1 0.02 0.15
2000 0.22 0.36 0.48 0.22 37 418 471 197 957 90 20 201 45 0 5 0.14 0.16
2001 0.16 0.39 0.46 0.21 40 458 486 206 1166 81 13 198 42 0 4 0.1 0.17
2002 0.39 0.41 0.55 0.33 35 493 400 261 1436 77 30 203 66 0 1 0.03 0.21
2003 0.48 0.44 0.67 0.43 44 537 595 357 1798 75 36 202 86 32 9 14 0.32 0.22
2004 0.66 0.5 0.8 0.57 55 592 551 467 2270 79 52 200 113 61 13.1 12 0.22 0.22
2005 0.35 0.51 0.75 0.46 54 646 413 476 2752 99 35 211 97 56 11.8 11 0.2 0.23
2006 0.5 0.51 0.75 0.59 46 692 897 518 3273 109 55 228 134 4 0.8 12 0.26 0.23
2007 0.35 0.47 0.57 0.44 42 734 366 414 3694 100 35 234 104 4 1 3 0.07 0.2
2008 0.69 0.49 0.75 0.6 54 788 532 589 4285 88 61 241 145 19 3.2 10 0.19 0.23
2009 0.56 0.48 0.71 0.59 36 824 275 587 4872 96 54 251 148 24 4.1 10 0.28 0.24
2010 0.46 0.49 0.58 0.49 44 868 355 506 5378 90 41 232 113 22 4.3 8 0.18 0.21
2011 0.55 0.52 0.6 0.58 57 925 274 552 5931 80 44 222 128 0 2 0.04 0.24
2012 0.39 0.52 0.69 0.43 74 999 262 693 6624 101 39 233 101 0 4 0.05 0.22
2013 0.31 0.56 0.7 0.49 57 1056 516 737 7362 131 41 265 129 24 3.3 13 0.23 0.24
2014 0.4 0.55 0.66 0.4 38 1094 233 720 8084 131 52 268 106 33 4.6 9 0.24 0.23
2015 0.65 0.55 0.64 0.49 51 1145 197 729 8813 95 62 270 133 31 4.3 10 0.2 0.23
2016 0.49 0.53 0.61 0.46 49 1194 197 723 9536 89 44 277 128 37 5.1 5 0.1 0.21
2017 0.36 0.54 0.59 0.49 53 1247 253 736 10272 100 36 269 132 42 5.7 8 0.15 0.22
2018 0.36 0.56 0.56 0.48 57 1304 290 735 11007 102 37 248 118 10 1.4 12 0.21 0.24
2019 0.47 0.57 0.62 0.42 53 1357 135 844 11851 110 52 248 103 0 8 0.15 0.23
2020 0.65 0.69 0.76 0.59 51 1408 51 1071 12922 110 72 263 156 50 4.7 2 0.04 0.33
2021 0.45 0.83 0.67 0.63 40 1448 25 976 13898 104 47 263 165 61 6.3 4 0.1 0.31
2022 0.3 0.9 0.65 0.68 48 1496 27 978 14876 91 27 254 173 42 4.3 4 0.08 0.27
2023 0.36 0.98 0.54 0.47 24 1520 3 824 15700 88 32 249 116 18 2.2 2 0.08 0.27
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING. (1980). Joyeux, Roselyne ; C. W. J. Granger, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:1:y:1980:i:1:p:15-29.

Full description at Econpapers || Download paper

846
21983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS. (1983). Porterhudak, Susan ; Geweke, John. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:4:y:1983:i:4:p:221-238.

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354
31998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework. (1998). Mestre, Ricardo ; Dolado, Juan ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:3:p:267-283.

Full description at Econpapers || Download paper

353
41983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS. (1983). Li, W K ; McLeod, A I. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:4:y:1983:i:4:p:269-273.

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337
52006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks. (2006). Lee, Junsoo ; Enders, Walter ; Becker, Ralf. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409.

Full description at Econpapers || Download paper

271
61986ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS. (1986). Tong, H ; Chan, K S. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:7:y:1986:i:3:p:179-190.

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243
72013Combining non-cointegration tests. (2013). Bayer, Christian ; Hanck, Christoph . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:83-95.

Full description at Econpapers || Download paper

222
81998Unit roots and smooth transitions. (1998). Leybourne, Stephen ; Vougas, Dimitrios ; Newbold, Paul. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:1:p:83-97.

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221
91992VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING. (1992). Ahn, Sung K ; Reinsel, Gregory C. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:13:y:1992:i:4:p:353-375.

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220
101996MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES. (1996). Masry, Elias . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:17:y:1996:i:6:p:571-599.

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193
111983NONPARAMETRIC ESTIMATORS FOR TIME SERIES. (1983). Robinson, P M. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:4:y:1983:i:3:p:185-207.

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188
121982AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM. (1982). Stoffer, D S ; Shumway, R H. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:3:y:1982:i:4:p:253-264.

Full description at Econpapers || Download paper

178
131989ON GENERALIZED FRACTIONAL PROCESSES. (1989). ZHANG, NIEN FAN ; Gray, Henry L ; Woodward, Wayne A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:10:y:1989:i:3:p:233-257.

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177
142008Fractional integration and structural breaks at unknown periods of time. (2008). Gil-Alana, Luis. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:163-185.

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165
151994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES. (1994). Bai, Jushan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:15:y:1994:i:5:p:453-472.

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159
161998The mean squared error of Geweke and Porter‐Hudaks estimator of the memory parameter of a long‐memory time series. (1998). Hurvich, Clifford ; Brodsky, Julia ; Deo, Rohit. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:1:p:19-46.

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158
171995ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS. (1995). Fuller, Wayne A ; Park, Heon Jin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:16:y:1995:i:4:p:415-429.

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150
182002Comparison of unit root tests for time series with level shifts. (2002). Lütkepohl, Helmut ; Lanne, Markku ; Saikkonen, Pentti ; Lutkepohl, Helmut. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:23:y:2002:i:6:p:667-685.

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138
192005Unit‐root testing against the alternative hypothesis of up to m structural breaks. (2005). Kapetanios, George. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:1:p:123-133.

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123
202003A Sieve Bootstrap For The Test Of A Unit Root. (2003). Park, Joon ; Chang, Yoosoon. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:4:p:379-400.

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115
212006Integer-Valued GARCH Process. (2006). Latour, Alain ; Ferland, Rene ; Oraichi, Driss. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:6:p:923-942.

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105
221994ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON‐LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY. (1994). Mak, T K ; Li, W K. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:15:y:1994:i:6:p:627-636.

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102
231982TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES. (1982). Hinich, Melvin J. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:3:y:1982:i:3:p:169-176.

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97
242000Fast Filtering and Smoothing for Multivariate State Space Models. (2000). Koopman, S J ; Durbin, J. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:21:y:2000:i:3:p:281-296.

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95
252010A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component. (2010). Perron, Pierre ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:5:p:305-328.

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94
262013Structural breaks in time series. (2013). Horvath, Lajos ; Aue, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:1-16.

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92
272000Least‐squares Estimation of an Unknown Number of Shifts in a Time Series. (2000). Lavielle, Marc ; Moulines, Eric . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:21:y:2000:i:1:p:33-59.

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89
282003ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS. (2003). Spagnolo, Fabio ; Psaradakis, Zacharias. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:237-252.

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88
292004A Dependence Metric for Possibly Nonlinear Processes. (2004). Racine, Jeffrey ; Maasoumi, Esfandiar ; Granger, Clive. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:649-669.

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79
301995BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS. (1995). Lee, Jack C. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:16:y:1995:i:5:p:483-492.

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79
312018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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78
322000Semiparametric Inference in Seasonal and Cyclical Long Memory Processes. (2000). Arteche, Josu ; Robinson, Peter M. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:21:y:2000:i:1:p:1-25.

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78
331988ON THE CORRELATION STRUCTURE FOR THE GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTIC PROCESS. (1988). Bollerslev, Tim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:9:y:1988:i:2:p:121-131.

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76
342001Testing Stochastic Cycles in Macroeconomic Time Series. (2001). Gil-Alana, Luis ; Gilalana, L A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:22:y:2001:i:4:p:411-430.

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72
351995ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES. (1995). Ray, Bonnie K ; Hurvich, Clifford M. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:16:y:1995:i:1:p:17-41.

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71
361993BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER. (1993). Wohar, Mark ; Agiakloglou, Christos ; Newbold, Paul. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:14:y:1993:i:3:p:235-246.

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71
371993POWER OF THE NEURAL NETWORK LINEARITY TEST. (1993). Teräsvirta, Timo ; Terasvirta, Timo ; Lin, Chienfu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:14:y:1993:i:2:p:209-220.

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71
381984ARMA MODELS WITH ARCH ERRORS. (1984). Weiss, Andrew A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:5:y:1984:i:2:p:129-143.

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70
391999Gaussian Semiparametric Estimation of Non‐stationary Time Series. (1999). Velasco, Carlos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:20:y:1999:i:1:p:87-127.

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68
401993A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION. (1993). Tsai, Chihling ; Hurvich, Clifford M. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:14:y:1993:i:3:p:271-279.

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65
411984ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS. (1984). Paulsen, Jostein . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:5:y:1984:i:2:p:115-127.

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62
421999Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers. (1999). Vogelsang, Timothy. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:20:y:1999:i:2:p:237-252.

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62
431994STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS. (1994). Tsay, Ruey S ; McCulloch, Robert E. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:15:y:1994:i:5:p:523-539.

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61
441990A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS. (1990). Piccolo, Domenico. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:11:y:1990:i:2:p:153-164.

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61
451985COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS. (1985). Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:6:y:1985:i:1:p:35-52.

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61
462006Uniform Limit Theory for Stationary Autoregression. (2006). Phillips, Peter ; Giraitis, Liudas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:51-60.

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61
471991NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES. (1991). Hallman, Jeff ; C. W. J. Granger, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:12:y:1991:i:3:p:207-224.

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60
482017Testing for Panel Cointegration Using Common Correlated Effects Estimators. (2017). Carrion-i-Silvestre, Josep ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:610-636.

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60
492007Effects of outliers on the identification and estimation of GARCH models. (2007). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:4:p:471-497.

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58
501996UNIT ROOTS IN PERIODIC AUTOREGRESSIONS. (1996). Franses, Philip Hans ; Boswijk, H. Peter. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:17:y:1996:i:3:p:221-245.

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54
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework. (1998). Mestre, Ricardo ; Dolado, Juan ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:3:p:267-283.

Full description at Econpapers || Download paper

113
22013Combining non-cointegration tests. (2013). Bayer, Christian ; Hanck, Christoph . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:83-95.

Full description at Econpapers || Download paper

68
31983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS. (1983). Porterhudak, Susan ; Geweke, John. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:4:y:1983:i:4:p:221-238.

Full description at Econpapers || Download paper

56
41980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING. (1980). Joyeux, Roselyne ; C. W. J. Granger, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:1:y:1980:i:1:p:15-29.

Full description at Econpapers || Download paper

49
52018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

Full description at Econpapers || Download paper

46
62006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks. (2006). Lee, Junsoo ; Enders, Walter ; Becker, Ralf. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409.

Full description at Econpapers || Download paper

40
72017Testing for Panel Cointegration Using Common Correlated Effects Estimators. (2017). Carrion-i-Silvestre, Josep ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:610-636.

Full description at Econpapers || Download paper

36
82013Structural breaks in time series. (2013). Horvath, Lajos ; Aue, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:1-16.

Full description at Econpapers || Download paper

28
91983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS. (1983). Li, W K ; McLeod, A I. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:4:y:1983:i:4:p:269-273.

Full description at Econpapers || Download paper

25
101986ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS. (1986). Tong, H ; Chan, K S. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:7:y:1986:i:3:p:179-190.

Full description at Econpapers || Download paper

24
112006Integer-Valued GARCH Process. (2006). Latour, Alain ; Ferland, Rene ; Oraichi, Driss. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:6:p:923-942.

Full description at Econpapers || Download paper

22
121982AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM. (1982). Stoffer, D S ; Shumway, R H. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:3:y:1982:i:4:p:253-264.

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21
131987FIRST‐ORDER INTEGER‐VALUED AUTOREGRESSIVE (INAR(1)) PROCESS. (1987). Alzaid, A A ; Alosh, M A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:8:y:1987:i:3:p:261-275.

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20
142017Time-Varying Transition Probabilities for Markov Regime Switching Models. (2017). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Bazzi, Marco . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:3:p:458-478.

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17
151995BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS. (1995). Lee, Jack C. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:16:y:1995:i:5:p:483-492.

Full description at Econpapers || Download paper

16
161998Unit roots and smooth transitions. (1998). Leybourne, Stephen ; Vougas, Dimitrios ; Newbold, Paul. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:1:p:83-97.

Full description at Econpapers || Download paper

16
171994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES. (1994). Bai, Jushan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:15:y:1994:i:5:p:453-472.

Full description at Econpapers || Download paper

16
182008Fractional integration and structural breaks at unknown periods of time. (2008). Gil-Alana, Luis. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:163-185.

Full description at Econpapers || Download paper

15
191989ON GENERALIZED FRACTIONAL PROCESSES. (1989). ZHANG, NIEN FAN ; Gray, Henry L ; Woodward, Wayne A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:10:y:1989:i:3:p:233-257.

Full description at Econpapers || Download paper

14
202017Volatility Modeling with a Generalized t Distribution. (2017). Rao, Tata Subba ; Lange, Rutger-Jan ; Harvey, Andrew ; Wilson, Granville Tunnicliffe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:175-190.

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14
211994ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON‐LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY. (1994). Mak, T K ; Li, W K. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:15:y:1994:i:6:p:627-636.

Full description at Econpapers || Download paper

13
221996MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES. (1996). Masry, Elias . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:17:y:1996:i:6:p:571-599.

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13
231990A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS. (1990). Piccolo, Domenico. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:11:y:1990:i:2:p:153-164.

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242010A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component. (2010). Perron, Pierre ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:5:p:305-328.

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252011A negative binomial integer‐valued GARCH model. (2011). Zhu, Fukang . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:32:y:2011:i:1:p:54-67.

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262000Fast Filtering and Smoothing for Multivariate State Space Models. (2000). Koopman, S J ; Durbin, J. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:21:y:2000:i:3:p:281-296.

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272005Unit‐root testing against the alternative hypothesis of up to m structural breaks. (2005). Kapetanios, George. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:1:p:123-133.

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282016Filtering, Prediction and Simulation Methods for Noncausal Processes. (2016). Jasiak, Joann ; gourieroux, christian. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:37:y:2016:i:3:p:405-430.

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292019Long Memory, Realized Volatility and Heterogeneous Autoregressive Models. (2019). Rho, Seunghwa ; Cho, Dooyeon ; Calonaci, Fabio ; Baillie, Richard T. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:40:y:2019:i:4:p:609-628.

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301993POWER OF THE NEURAL NETWORK LINEARITY TEST. (1993). Teräsvirta, Timo ; Terasvirta, Timo ; Lin, Chienfu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:14:y:1993:i:2:p:209-220.

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312016Poisson QMLE of Count Time Series Models. (2016). Francq, Christian ; Ahmad, Ali. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:37:y:2016:i:3:p:291-314.

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322014Time-series models with an EGB2 conditional distribution. (2014). Harvey, Andrew ; Caivano, Michele. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:35:y:2014:i:6:p:558-571.

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332019Multivariate Quantile Impulse Response Functions. (2019). Montesrojas, Gabriel. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:40:y:2019:i:5:p:739-752.

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341993A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION. (1993). Tsai, Chihling ; Hurvich, Clifford M. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:14:y:1993:i:3:p:271-279.

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352015Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices. (2015). Kellard, Neil ; McCrorie, Roderick J ; Gilbert, Christopher L ; Figuerola-Ferretti, Isabel ; Coakley, Jerry ; Osborn, Denise . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:36:y:2015:i:5:p:763-782.

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362018On the Comparison of Interval Forecasts. (2018). Askanazi, Ross ; Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:953-965.

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372012Measuring nonlinear dependence in time‐series, a distance correlation approach. (2012). Zhou, Zhou. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:3:p:438-457.

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382006Uniform Limit Theory for Stationary Autoregression. (2006). Phillips, Peter ; Giraitis, Liudas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:51-60.

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392018Testing the CVAR in the Fractional CVAR Model. (2018). Nielsen, Morten ; Johansen, Soren. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:836-849.

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402015Vine Copula Specifications for Stationary Multivariate Markov Chains. (2015). Beare, Brendan ; Seo, Juwon. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:36:y:2015:i:2:p:228-246.

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411992VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING. (1992). Ahn, Sung K ; Reinsel, Gregory C. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:13:y:1992:i:4:p:353-375.

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421998Existence and Stochastic Structure of a Non‐negative Integer‐valued Autoregressive Process. (1998). Latour, Alain. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:4:p:439-455.

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432015Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models. (2015). Nielsen, Morten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:36:y:2015:i:2:p:154-188.

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442018Testing Normality of Functional Time Series. (2018). Grecki, Tomasz ; Kokoszka, Piotr ; Horvth, Lajos ; Hrmann, Siegfried. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:4:p:471-487.

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452012First-order integer valued AR processes with zero inflated poisson innovations. (2012). Lai, Chin-Diew ; Jazi, Mansour Aghababaei ; Jones, Geoff. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:6:p:954-963.

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462013Inference for single and multiple change-points in time series. (2013). MacNeill, Ian ; Jandhyala, Venkata ; Fotopoulos, Stergios ; Liu, Pengyu . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:4:p:423-446.

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472019Nonstationary Cointegration in the Fractionally Cointegrated VAR Model. (2019). Nielsen, Morten ; Johansen, Soren. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:40:y:2019:i:4:p:519-543.

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482007New Improved Tests for Cointegration with Structural Breaks. (2007). Westerlund, Joakim ; Edgerton, David. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:2:p:188-224.

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492004Analysis of low count time series data by poisson autoregression. (2004). McCabe, Brendan ; B. P. M. McCabe, ; B . P. M. McCabe, ; Freeland, R. K.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:701-722.

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502003A Sieve Bootstrap For The Test Of A Unit Root. (2003). Park, Joon ; Chang, Yoosoon. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:4:p:379-400.

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Citing documents used to compute impact factor: 32
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2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

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2023A higher-order correct fast moving-average bootstrap for dependent data. (2023). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:65-81.

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2023Impulse response function analysis for Markov switching var models. (2023). Cavicchioli, Maddalena. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003828.

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2023Structural inference in sparse high-dimensional vector autoregressions. (2023). Trenkler, C ; Paparoditis, E ; Krampe, J. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:276-300.

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2023Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations. (2023). Shintani, Mototsugu ; Kurita, Takamitsu. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1216.

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2023Toward Sustainable Development: Assessing the Effects of Financial Contagion on Human Well-Being in Romania. (2023). Georgescu, Irina ; Nica, Ionu ; Chiri, Nora ; Delcea, Camelia. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:11:p:204-:d:1283882.

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2023An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia. (2023). Hensher, David A ; Zeng, Jingjing ; Li, Zheng. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:169:y:2023:i:c:s0965856423000149.

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