- Abraham, B., 27, 101, 109, 137, 445, 508
- Aguilar‐Ruiz, J.S., 27, 103
- Ahmed, M., 229, 234
- Ahn, S.K., 25, 103
- Ait‐Sahalia, Y., 157, 161
- Akaike, H., 25, 101, 217
- Albert, S., 229, 234
- Alexander, C.O., 209, 234
- Amemiya, T., 467, 506
- Anderson, T.W., 144, 161
- Ando, T., 256, 258
- Angers, J., 289, 299
- Anselin, L., 289, 299
- Ansley, C.F., ,
- Arellano, M., 256, 258
- Aue, A., 229, 234
- Augustin, N.H., 467, 508
- Baba, Y., 207, 234
- Bahamonde, N., 229, 234
- Bai, J., 187, 193, 201, 256, 258, 444, 475, 506
- Bandyopadhyay, S., 341, 435
- Banfield, J., 443, 506
- Bartlett, M.S., 23, 101, 172, 178, 201, 241, 242, 258, 304, 435
- Basford, K.E., 443, 507
- Baumgartner, C., 467, 506
- Bauwens, L., 229, 234
- Belisle, C., 289, 299
- Bell, W.R., 27, 102
- Bibi, A., 229, 234
- Bickel, P., 440, 507
- Bien, J., 440, 441, 507
- Blackman, R.B., 304, 435
- Blangiardo, M., 289, 298
- Blundell, R., 256, 258
- Bollerslev, T., 203, 204, 206, 234
- Bondon, P., 229, 234
- Bonhomme, S., 256, 258
- Borovkova, S.A., 272, 298
- Boswijk, H.P., 211, 229, 234
- Box, G.E.P., , , 25, 27, 32, 65, 101, 102, 105, 120, 121, 137, 237, 258, 437, 443, 506
- Bravo, F., 256, 258
- Breidt, F.J., 467, 506
- Breitung, J., 467, 506
- Brewer, K.R.W., 467, 506
- Brillinger, D.R., 310, 312, 333, 435
- Broemeling, L.D., 256, 259
- Buongiorno, J., 289, 299
- Cai, B., 65, 101
- Cameletti, M., 289, 298
- Cao, J., 157, 161
- Carroll, J.B., 176, 201
- Casals, J., 25, 101, 289, 298
- Casper, M., 289, 299
- Cattell, R.B., 443, 506
- Cavaliere, G., 21, 101
- Chalikias, M., 256, 259
- Chambers, M., 21, 101
- Chan, I., 256, 259
- Chan, N.H., 65, 101, 193, 201
- Chan, W.S., 65, 101, 102
- Chang, C.H., 289, 298
- Chang, I., 27, 31, 101
- Chang, J., 304, 435
- Chang, Y., 437, 506
- Chatfield, C., 32, 101
- Chatterjee, S., 109, 137
- Chen, C., 27, 101
- Chen, S.X., 467, 506
- Chen, W., 256, 259
- Cheung, S.H., 65, 101
- Chiang, C.T., 467, 506
- Chibumba, A., 209, 234
- Cho, H., 467, 506
- Choi, H., 467, 507
- Chow, S.C., 27, 103
- Chow, W.K., 25, 65, 101
- Chowdhury, R.I., 256, 259
- Clements, N., 289, 298
- Cleroux, R., 27, 102
- Cleveland, R.B., 152, 161
- Cleveland, W.S., 152, 161
- Cliff, A.D., 266, 298, 299, 442, 506
- Coke, G., 256, 259
- Collinge, W.O., 317, 318, 326, 327, 435
- Cox, D.R., 25, 101
- Craigmile, P.F., 289, 299
- Crato, N., 467, 508
- Crowder, M.J., 239, 259
- Cseke, B., 289, 299
- Cubadda, G., 157, 161
- Cucina, D., 27, 101
- Dahlhaus, R., 18, 101, 331–333, 435
- Dai, M., 314–316, 332–334, 435
- Daniell, P.J., 304, 320, 323–325, 435
- Davis, G.M., 256, 259
- Davis, R.A., 332, 334, 339, 340, 435
- Dehlendorff, C., 256, 259
- Deistler, M., 193, 201
- Dellaportas, P., 229, 235
- Deutsch, S.J., 266, 270, 299, 442, 507
- Di Giacinto, V., 272, 299
- Dickey, D.A., 21, 25, 101
- Diggle, P.J., 239, 259
- Djogbenou, A., 193, 201
- Doz, C., 193, 201
- Draper, N.R., 109, 137
- Dueck, J., 18, 101
- Eichler, M., 18, 101
- Engle, R.F., 25, 102, 193, 201, 203–208, 234, 235
- Ensor, K.B., 256, 259
- Eshel, G., 289, 299
- Estrada, F., 157, 161
- Eubank, R.L., 317, 435
- Fan, J., 195, 201, 209, 211, 229, 235
- Favre, A., 289, 299
- Flamm, C., 467, 506
- Fokianos, K., 256, 259
- Fox, A.J., 27, 102
- Fraley, C., 443, 506
- Franzreb, K.E., 289, 299
- Fress, E.W., 256, 259
- Fryzlewicz, P., 467, 506
- Fuller, W.A., 21, 25, 101
- Galeano, P., 27, 29–31, 59, 102
- Galecki, A.T., 256, 259
- Gao, J., 65, 101, 467, 506
- Garcia‐Ferrer, A., 193, 201
- Garcia‐Hiernaux, A., 25, 101, 289, 298
- Garthoff, R., 65, 102
- Gehman, A., 281, 299, 445, 506
- George, E., 193, 202
- Geweke, J.F., 183, 193, 201
- Ghezal, A., 229, 234
- Ghysels, E., 25, 102
- Giannone, D., 193, 201
- Gile, K., 256, 259
- Giordano, F., 256, 259
- Giraud, C., 467
- Giurcanu, M.C., 65, 102
- Gogas, P., 65, 103
- Gonçalves, S., 193, 201
- Goodman, N., 310, 435
- Graef, A., 467, 506
- Granger, C.W.J., 18, 25, 102, 109, 137
- Grant, A.J., 341, 435
- Grublyte, I., 229, 235
- Gu, C., 333, 435
- Guo, M., 229, 235
- Guo, W., 25, 102, 314–316, 332–334, 435
- Guttman, I., 445, 508
- Guttorp, P., 289, 299
- Hadi, A.S., 109, 137
- Hafner, C.M., 229, 235
- Haider, G., 229, 234
- Hall, P., 304, 435
- Hallin, M., 193, 201
- Hamilton, J.D., 32, 102, 437, 506
- Hampel, F.R., 213, 214, 235
- Han, X., 467, 506
- Hand, D.J., 239, 256, 259
- Handcock, M.S., 256, 259
- Hannan, E.J., 24, 102, 310, 435, 437, 506
- Hansen, M.H., 334, 335, 435
- Harvey, A.C., 193, 201, 235
- Harvey, D., 21, 101
- Hassler, U., 21, 102
- Hastie, T., 439, 461, 466, 508
- Hasza, D.P., 25, 101
- Haugh, L.D., 18, 102
- Hawkes, A., 18, 102
- Helbing, J., 27, 102
- Heskes, T., 289, 299
- Heyse, J.F., , , 256, 259
- Hillmer, S.C., 27, 102
- Hodgess, E., 21, 103, 467, 507, 508
- Horvath, L., 229, 234
- Hosseinkouchack, M., 21, 102
- Hotelling, H., 139, 161
- Hsing, T., 317, 435
- Hsu, N., 439, 506
- Hsu, N.J., 467, 506
- Huang, H.C., 289, 298, 467, 506
- Huang, M.Y., 467, 506
- Huber, P.J., 214, 235
- Hung, H., 467, 506
- Icaza, G., 256, 259
- Ing, C.K., 65, 101, 289, 298
- Islam, M.A., 256, 259
- Islam, M.Q., 129, 137
- Izenman, A.J., 466, 506
- Jalbert, J., 289, 299
- Jandarov, R.A., 157, 161
- Jenkins, G.M., 32, 101, 437, 443, 506
- Jennrich, R.I., 176, 201
- Jentsch, C., 341, 435
- Jerez, M., 25, 101, 289, 298
- Johansson, M.A., 341, 436
- Johnson, R.A., 144, 161, 177, 201, 240, 259, 466, 506
- Jones, R., 256, 259
- Jong, P., 25, 102
- Joyeux, R., 157, 161
- Jungbacker, B., 193, 202
- Kaiser, H.F., 176, 202
- Kalman, R.E., 443, 506
- Kim, H.C., 467, 506
- Kim, S.H., 467, 507
- Klein, N., 256, 259
- Kneib, T., 256, 259
- Kohn, R., 445, 507
- Koop, G.M., 47, 102, 452, 507
- Koopman, S.J., 193, 202
- Kounias, S., 256, 259
- Kraft, D., 207, 234
- Krafty, R.T., 317, 318, 326, 327, 332, 336, 338, 341, 352, 435
- Kreiss, J., 467, 507
- Krivobokova, T., 337, 436
- Kroner, K.F., 205, 207, 234, 235
- Lalitha, S., 289, 299
- Lam, C., 193, 202
- Lange, R., 229, 235
- Lanne, M., 229, 235
- Lauer, S.A., 341, 436
- Laurent, S., 229, 234
- Ledolter, J., 109, 137, 443, 508
- Lee, B.H., 467, 507
- Lee, J.H., 27, 102
- Lee, N., 229, 467, 507
- Lee, S., 229, 235
- Lee, T.C.M., 332, 334, 339, 340, 435
- Leybourne, S.J., 21, 101
- Li, B., 229, 289, 299
- Li, D., 256, 259
- Li, J.S.H., 65, 102
- Li, W.K., 157, 229, 235
- Li, Y., 65, 101
- Li, Z., 157, 161, 332, 336, 338, 435, 438, 467, 507, 508
- Liang, K.Y., 239, 259
- Liao, Y., 193, 201
- Libert, G., 25, 102
- Lichstein, J.W., 289, 299
- Liebeck, H., 215, 235
- Lin, L.C., 229, 235
- Lin, S., 25, 102
- Lin, W., 229, 235
- Lin, Y., 440, 508
- Lin, Z., 289, 299
- Lindsey, J.K., 239, 259
- Linton, O., 256, 259
- Liska, R., 193, 201
- Little, T.D., 65, 102
- Liu, B., 25, 102
- Liu, C.Y., 467, 506
- Liu, L.M., 27, 101
- Liu, L.Y., 157, 161
- Ljung, G.M., 25, 101, 102, 437, 443, 506
- Lopuhaa, H.P., 272, 298
- Lu, H.H.S., 467, 506
- Lu, Y., 65, 104, 193, 201
- Lu, Z., 65, 104
- Lütkepohl, H., 29, 32, 65, 102, 129, 137, 437, 445, 467, 507
- MacQueen, J., 443, 507
- Martin, R.D., 27, 102
- Martin, R.L., 266, 299
- Martinez‐Alvarez, F., 27, 103
- Matteson, D.S., 440, 441, 443, 507
- McLachlan, G., 443, 507
- McRae, J.E., 152, 161
- Menard, S., 256, 259
- Messer, M., 229, 234
- Meyer, M., 467, 507
- Miller, J.I., 25, 102, 103
- Mills, T.C., 32, 103
- Molenberghs, G., 256, 259
- Müller, D.A., 32, 103
- Murteira, B.J.F., 32, 103
- Nakashima, E., 256, 259
- Newbold, P., , , 109, 137
- Ng, A.C.Y., 65, 102
- Ng, F.C., 229, 235
- Ng, S., 187, 193, 201, 444, 475, 506
- Ng, V.K., 208, 235
- Nicholson, W.B., 440, 441, 507
- Nyberg, H., 65, 103
- Oeppen, J.E., 266, 299
- Ombao, H., 332, 435
- Ord, J., 266, 298, 299, 442, 506
- Osborne, A., 215, 235
- O’Sullivan, F., 317, 436
- Pan, G., 467, 506
- Pankratz, A., 27, 28, 103, 129, 138
- Parrella, M.L., 256, 259
- Parzen, E., 25, 103, 304, 435, 436
- Passemier, D., 157, 161
- Pawitan, Y., 317, 436
- Pearson, K., 139, 161
- Pedersen, R.S., 229, 235
- Pellatt, D.F., 229, 234
- Pena, D., 27–31, 59, 102, 103, 193, 202
- Peng, X., 157, 161
- Perron, B., 193, 201
- Perron, P., 157, 161
- Pfeifer, P.E., 266, 270, 299, 442, 507
- Phillips, P.C.B., 109, 138
- Pierce, D.A., 18, 103
- Pirker, S., 467, 506
- Plakandaras, V., 65, 103
- Politis, D.N., 229, 235
- Poncela, P., 193, 201, 202
- Preminger, A., 229, 235
- Price, B., 109, 137
- Priestley, M.B., 32, 103, 304, 312, 320, 329, 436
- Protopapas, M.K., 27, 101
- Qian, J., 256, 259
- Qin, L., 316, 436
- Qin, Y.L., 467, 506
- Quick, H., 289, 299
- Quinn, B.G., 341, 435
- Raftery, A., 443, 506
- Rahbek, A., 229, 235
- Rao, C.R., 129, 138, 144, 161
- Rao, S.S., 341, 435
- Rao, T.S., 289, 299, 341, 436
- Ray, E.L., 341, 436
- Reich, N.G., 341, 436
- Reichlin, L., 193, 201
- Reinsel, G.C., 25, 32, 101, 103, 437, 443, 506, 507
- Riedel, K., 314, 436
- Riquelme, J.C., 27, 103
- Rissanen, J., 334, 335, 436
- Rizopoulos, D., 256, 259
- Rocca, M.L., 256, 259
- Rockova, V., 193, 202
- Rodriguez‐Yam, G.A., 332, 334, 339, 340, 435
- Roeper, J., 229, 234
- Rombouts, J.V.K., 229, 234
- Ronchetti, E.M., 213, 214, 235
- Rose, D., 445, 507
- Rosen, O., 316, 325, 436
- Rothschild, M., 208, 235
- Rousseeuw, P.J., 213, 214, 235
- Ruchjana, B.N., 272, 298
- Saikkonen, P., 229, 235
- Sakrejda, K., 341, 436
- Salvatore, A., 27, 101
- Sampson, P.D., 157, 161
- Sampson, P.F., 176, 201
- Samworth, R., 65, 103
- Sanchez, M.J., 27, 103
- Sang, T., 157, 161
- Sanguinetti, G., 289, 299
- Sarkar, S., 289, 298
- Schiemann, J., 229, 234
- Schmid, W., 65, 102
- Schneidar, G., 229, 234
- Schwartz, G., 25, 103
- Schwarz, K., 337, 436
- Scrucca, L., 443, 507
- Sentana, E., 229, 235
- Shaddick, G., 467, 508
- Shand, L., 289, 299
- Sharpe, W., 193, 202
- Shen, D., 157, 161
- Sheppard, L.A., 157, 161
- Shrestha, K.M., 443, 508
- Shriner, S.A., 289, 299
- Sidorenko, A., 314, 436
- Silvennoinen, A., 229, 235
- Simons, T.R., 289, 299
- Singer, J.D., 256, 259
- Singh, A.K., 289, 299
- Sinleton, K.J., 193, 201
- Siu, T.K., 65, 104
- Skarnulis, A., 229, 235
- Slepian, D., 313, 436
- Smirnov, O., 289, 299
- Smith, H., 109, 137
- Song, S., 440, 507
- Sotoca, S., 25, 101, 289, 298
- Stahel, W.A., 213, 214, 235
- Stock, J.H., 47, 103, 193, 202, 443, 452, 507
- Stoffer, D.S., 289, 299, 316, 325, 436
- Stram, D.O., 256, 259, 467, 507, 508
- Su, L., 256, 259
- Suarez, C.C., 256, 259
- Surgailis, D., 229, 235
- Swanson, N.R., 467, 506
- Szpiro, A.A., 157, 161
- Tang, C.Y., 304, 435
- Taylor, A.M.R., 21, 101
- Taylor, C.C., 256, 259
- Teles, P., 21, 103, 467, 507, 508
- Teräsvirta, T., 229, 235
- Terdik, G., 289, 299, 341, 436
- Terpenning, I., 152, 161
- Tewes, J., 467, 508
- Theobald, D.M., 467, 506
- Thompson, D.J., 313, 436
- Thurstone, L.L., 176, 202
- Tiao, G.C., , , 25, 27, 31, 65, 101–103, 120, 121, 137, 443, 445, 467, 506, 508
- Tibshirani, R., 439, 461, 466, 508
- Tjostheim, D., 65, 101
- Tong, H., 65, 104
- Trindade, A.A., 25, 101, 289, 298
- Troncoso, A., 27, 103
- Truquet, L., 229, 235
- Tryon, R.C., 443, 508
- Tsao, M., 256, 259
- Tsay, R.S., 24, 25, 27–32, 59, 103, 437, 443, 507, 508
- Tukey, J.W., 304, 435
- Turkman, K.F., 32, 103
- van der Weide, R., 209–211, 229, 234, 235
- van der Wel, M., 193, 202
- Vogt, M., 256, 259
- von Sachs, R., 332, 435
- Vrontos, I.D., 229, 235
- Wagner, M., 25, 103
- Wahba, G., 315, 316, 333, 435, 436
- Walden, A.T., 313, 436
- Waller, L.A., 289, 299
- Walther, G., 461, 466, 508
- Wang, L., 25, 102, 157, 161
- Wang, M., 211, 229, 235
- Wang, S., 443, 508
- Wang, T., 65, 103, 289, 299
- Wang, W., 27, 103, 193, 201
- Wang, X., 25, 103
- Wang, Y., 316, 436, 443, 508
- Ward, J.H., 443, 508
- Watson, M.W., 47, 103, 193, 201, 202, 443, 452, 507
- Wei, W.W.S., , , , , 20, 25, 27, 31, 32, 65, 102–104, 108, 138, 203, 208, 213, 214, 229, 235, 270, 281, 289, 299, 304, 312, 320, 436–438, 445, 467, 506, 507
- Weiss, A.A., 467, 508
- Welch, K.B., 256, 259
- West, B.T., 256, 259
- Whittle, P., 316–318, 436
- Wichern, D.W., 144, 161, 177, 201, 240, 259, 466, 506
- Wied, D., 25, 103
- Wilks, S.S., 240, 259
- Willett, J.B., 256, 259
- Wilson, G.T., 341, 436
- Wong, S.F., 65, 104
- Wood, S.N., 318, 436, 467, 508
- Wooldridge, F.M., 204, 206, 234
- Wu, R.Y., 467, 506
- Yang, B., 18, 25, 104
- Yang, C., 289, 299
- Yang, Y., 467, 506
- Yao, J., 157, 161
- Yao, Q., 193, 202, 229, 235
- Yau, C.Y., 65, 101, 193, 201
- Yozgatligil, C., 26, 104
- Yu, B., 334, 335, 435
- Yu, P.L.H., 229, 235
- Yuan, M., 440, 508
- Zaman, A., 229, 234
- Zammit‐Mangion, A., 289, 299
- Zeger, S.L., 239, 259
- Zhang, L.X., 65, 101
- Zhang, S., 332, 336, 436
- Zhang, T., 18, 25, 104
- Zhao, H., 289, 299
- Zheng, L., 213, 214, 229, 235
- Zhou, J., 443, 508
- Zhou, M., 289, 299
- Zhu, H., 157, 161
- Zhu, K., 229, 235
- Zinner, C., 193, 201
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