Journal of Time Series Analysis

Table of Contents

Volume 19 Issue 5 (September 1998)


Original Article

Tests for Deterministic Versus Indeterministic Cycles

  • Author: Andrew Harvey, Mariane Streibel
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00106 (p 505-529)

Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm

  • Author: Lutz Kilian
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00107 (p 531-548)

Goodness‐of‐fit Test in Parametric Time Series Models

  • Author: Kathryn Prewitt
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00108 (p 549-574)

An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors

  • Author: Anton Schick
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00109 (p 575-589)

Unit Root Tests Based on Unconditional Maximum Likelihood Estimation for the Autoregressive Moving Average

  • Author: Dong Wan Shin, Wayne Fuller
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00110 (p 591-599)

Testing for a Unit Root in Autoregressive Moving‐average Models with Missing Data

  • Author: Dong Wan Shin, Sahadeb Sarkar
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00111 (p 601-608)

Seasonal Moving‐average Unit Root Tests in the Presence of a Linear Trend

  • Author: Wing‐kuen Tam, Gregory Reinsel
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00112 (p 609-625)


Book Review

  • Author:
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/1467-9892.00113 (p 627-628)

Related Topics

Related Publications

Related Content

Site Footer


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 are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and 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.