Journal of Time Series Analysis

Table of Contents

Volume 22 Issue 2 (March 2001)


Original Article

Testing for the Presence of a Random Walk in Series with Structural Breaks

  • Author: Fabio Busetti, Andrew Harvey
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00216 (p 127-150)

Functional Coefficient Autoregressive Models: Estimation and Tests of Hypotheses

  • Author: Rong Chen, Lon‐Mu Liu
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00217 (p 151-173)

Stochastic Regression Model with Dependent Disturbances

  • Author: Kokyo Choy, Masanobu Taniguchi
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00218 (p 175-196)

Conditional Heteroskedasticity Driven by Hidden Markov Chains

  • Author: Christian Francq, Michel Roussignol, Jean‐Michel Zakoian
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00219 (p 197-220)

Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models

  • Author: Clifford M. Hurvich, Julia Brodsky
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00220 (p 221-249)


Book Review

  • Author:
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/1467-9892.00221 (p 251-252)

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