How do I cite a periodical that I am using over a range of dates?

How you cite a periodical that you are using over a range of dates depends on whether you are borrowing any material from it. If you quote or paraphrase passages, you must create an individual works-cited-list entry for each article you cite, as shown below: 

In The Edinburgh Review, Abraham Hayward notes that Thackeray’s “effects are uniformly the effects of sound wholesome legitimate art” (50). The writer of an unsigned review from a later issue of the same journal observes that Thackeray’s “powers” include “rare observation, an acute penetration of motives, an abhorrence of sham or pretence, and an entirely new and genuine humour” (Review 102).

Works Cited

Hayward, Abraham. Review of Thackeray’s early writings. The Edinburgh Review, vol. 87, Jan. 1848, pp. 46-67.

Review of Thackeray’s works. The Edinburgh Review, vol. 137, Jan. 1873, pp. 95-121.

But, as the following example demonstrates, no citation is needed if you are simply mentioning the periodical in your prose:

My project examines the critical reviews of William Makepeace Thackeray that were published in The Edinburgh Review between 1840 and 1875.