Journal of Time Series Analysis

Table of Contents

Volume 27 Issue 4 (July 2006)

477-636

ORIGINAL ARTICLES

Structural Laplace Transform and Compound Autoregressive Models

  • Author: Serge Darolles, Christian Gourieroux, Joann Jasiak
  • Pub Online: Apr 07, 2006
  • DOI: 10.1111/j.1467-9892.2006.00479.x (p 477-503)

A Generalized Portmanteau Test For Independence Of Two Infinite‐Order Vector Autoregressive Series

  • Author: Chafik Bouhaddioui, Roch Roy
  • Pub Online: Feb 28, 2006
  • DOI: 10.1111/j.1467-9892.2006.00473.x (p 505-544)

Range Unit‐Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers

  • Author: Felipe Aparicio, Alvaro Escribano, Ana E. Sipols
  • Pub Online: Feb 16, 2006
  • DOI: 10.1111/j.1467-9892.2006.00474.x (p 545-576)

On a Mixture GARCH Time‐Series Model

  • Author: Zhiqiang Zhang, Wai Keung Li, Kam Chuen Yuen
  • Pub Online: Feb 10, 2006
  • DOI: 10.1111/j.1467-9892.2006.00467.x (p 577-597)

Partial autocorrelation parameterization for subset autoregression

  • Author: A. I. McLeod, Y. Zhang
  • Pub Online: Apr 07, 2006
  • DOI: 10.1111/j.1467-9892.2006.00481.x (p 599-612)

Testing the Null of Co‐integration in the Presence of Variance Breaks

  • Author: Giuseppe Cavaliere, A. M. Robert Taylor
  • Pub Online: Mar 08, 2006
  • DOI: 10.1111/j.1467-9892.2006.00475.x (p 613-636)

Related Topics

Related Publications

Related Content

Site Footer

Address:

This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on StatisticsViews.com are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and StatisticsViews.com express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.