Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction

Articles in the same Issue

1. Article
2. Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction
3. Consideration of Trends in Time Series
4. Detecting Common Dynamics in Transitory Components
5. Nonparametric Tests for Periodic Integration
6. Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots
7. Econometric Modelling of Time Series with Outlying Observations
8. Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index
9. Evaluating Automatic Model Selection
10. On a Graphical Technique for Evaluating Some Rational Expectations Models
11. Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary
12. HYBRID GARCH Models and Intra-Daily Return Periodicity