Journal of Time Series Analysis

Table of Contents

Volume 24 Issue 4 (July 2003)

379-504

ORIGINAL ARTICLES

A Sieve Bootstrap For The Test Of A Unit Root

  • Author: YOOSOON CHANG, JOON Y. PARK
  • Pub Online: Jul 04, 2003
  • DOI: 10.1111/1467-9892.00312 (p 379-400)

On Estimating Conditional Mean‐Squared Prediction Error in Autoregressive Models

  • Author: CHING‐KANG ING, SHU‐HUI YU
  • Pub Online: Jul 04, 2003
  • DOI: 10.1111/1467-9892.00313 (p 401-422)

Reducing size distortions of parametric stationarity tests

  • Author: MARKKU LANNE, PENTTI SAIKKONEN
  • Pub Online: Jul 04, 2003
  • DOI: 10.1111/1467-9892.00314 (p 423-439)

Seasonal Unit Root Tests Based on Forward and Reverse Estimation

  • Author: STEPHEN LEYBOURNE, A. M. ROBERT TAYLOR
  • Pub Online: Jul 04, 2003
  • DOI: 10.1111/1467-9892.00315 (p 441-460)

Diagnostic Checking in a Flexible Nonlinear Time Series Model

  • Author: MARCELO C. MEDEIROS, ALVARO VEIGA
  • Pub Online: Jul 04, 2003
  • DOI: 10.1111/1467-9892.00316 (p 461-482)

Testing Composite Hypotheses for Locally Stationary Processes

  • Author: KENJI SAKIYAMA, MASANOBU TANIGUCHI
  • Pub Online: Jul 04, 2003
  • DOI: 10.1111/1467-9892.00317 (p 483-504)

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.