Journal of Time Series Analysis

Table of Contents

Volume 23 Issue 2 (March 2002)

127-250

ORIGINAL ARTICLES

Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations

  • Author: CHRISTIAN GOURIÉROUX, JOANN JASIAK
  • Pub Online: Apr 29, 2002
  • DOI: 10.1111/1467-9892.00259 (p 127-154)

On the Robustness of Unit Root Tests in the Presence of Double Unit Roots

  • Author: NIELS HALDRUP, PETER LILDHOLDT
  • Pub Online: Apr 29, 2002
  • DOI: 10.1111/1467-9892.00260 (p 155-171)

A Direct Test for Cointegration Between a Pair of Time Series

  • Author: STEPHEN J. LEYBOURNE, PAUL NEWBOLD, DIMITRIOS VOUGAS, TAE‐HWAN KIM
  • Pub Online: Apr 29, 2002
  • DOI: 10.1111/1467-9892.00261 (p 173-191)

Controlling Revisions in Arima‐Model‐Based Seasonal Adjustment

  • Author: CHRISTOPHE PLANAS, RAOUL DEPOUTOT
  • Pub Online: Apr 29, 2002
  • DOI: 10.1111/1467-9892.00262 (p 193-213)

A Nonparametric Prewhitened Covariance Estimator

  • Author: ZHIJIE XIAO, OLIVER LINTON
  • Pub Online: Apr 29, 2002
  • DOI: 10.1111/1467-9892.00263 (p 215-250)

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