Journal of Time Series Analysis

Table of Contents

Volume 26 Issue 1 (January 2005)

1-156

ORIGINAL ARTICLES

Large sample properties of spectral estimators for a class of stationary nonlinear processes

  • Author: Kamal C. Chanda
  • Pub Online: Jan 06, 2005
  • DOI: 10.1111/j.1467-9892.2005.00387.x (p 1-16)

Difference Equations for the Higher Order Moments and Cumulants of the INAR( p ) Model

  • Author: Maria Eduarda Silva, Vera Lúcia Oliveira
  • Pub Online: Jan 06, 2005
  • DOI: 10.1111/j.1467-9892.2005.00388.x (p 17-36)

Estimating the Rank of the Spectral Density Matrix

  • Author: Gonzalo Camba‐Mendez, George Kapetanios
  • Pub Online: Jan 06, 2005
  • DOI: 10.1111/j.1467-9892.2005.00389.x (p 37-48)

Robust and powerful serial correlation tests with new robust estimates in ARX models

  • Author: Pierre Duchesne
  • Pub Online: Jan 06, 2005
  • DOI: 10.1111/j.1467-9892.2005.00390.x (p 49-81)

Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series

  • Author: Marc Hallin, Abdessamad Saidi
  • Pub Online: Jan 06, 2005
  • DOI: 10.1111/j.1467-9892.2005.00391.x (p 83-105)

Outlier Detection And Estimation In NonLinear Time Series

  • Author: Francesco Battaglia, Lia Orfei
  • Pub Online: Jan 06, 2005
  • DOI: 10.1111/j.1467-9892.2005.00392.x (p 107-121)

Unit‐root testing against the alternative hypothesis of up to m structural breaks

  • Author: George Kapetanios
  • Pub Online: Jan 06, 2005
  • DOI: 10.1111/j.1467-9892.2005.00393.x (p 123-133)

Testing for EGARCH Against Stochastic Volatility Models

  • Author: Masahito Kobayashi, Xiuhong Shi
  • Pub Online: Jan 06, 2005
  • DOI: 10.1111/j.1467-9892.2005.00394.x (p 135-150)

Book Reviews

Book Reviews 1

  • Author: Barry Quinn
  • Pub Online: Jan 06, 2005
  • DOI: 10.1111/j.1467-9892.2005.395_1.x (p 151-152)

Book Reviews 2

  • Author:
  • Pub Online: Jan 06, 2005
  • DOI: 10.1111/j.1467-9892.2005.395_2.x (p 152-153)

Erratum

Erratum

  • Author:
  • Pub Online: Jan 06, 2005
  • DOI: 10.1111/j.1467-9892.2005.00396.x (p 155-156)

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