Journal of Time Series Analysis

Table of Contents

Volume 22 Issue 4 (July 2001)

379-503

Original Article

Estimation in the Mixture Transition Distribution Model

  • Author: Andre Berchtold
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00231 (p 379-397)

Recursive Relations for Multistep Prediction of a Stationary Time Series

  • Author: Pascal Bondon
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00232 (p 399-410)

Testing Stochastic Cycles in Macroeconomic Time Series

  • Author: L. A. Gil‐Alana
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00233 (p 411-430)

Averaged Periodogram Spectral Estimation with Long‐memory Conditional Heteroscedasticity

  • Author: Marc Henry
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00234 (p 431-459)

Bootstrapping Time Series Regressions with Integrated Processes

  • Author: Hongyi Li, Zhijie Xiao
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00235 (p 461-480)

Sample Cross‐correlations for Moving Averages with Regularly Varying Tails

  • Author: Mark M. Meerschaert, Hans‐Peter Scheffler
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00236 (p 481-492)

A Bias Correction for Cross‐validation Bandwidth Selection when a Kernel Estimate is Based on Dependent Data

  • Author: Martin Skold
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00237 (p 493-503)

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