Journal of Time Series Analysis

Table of Contents

Volume 19 Issue 3 (May 1998)

253-378

Original Article

Long‐range Dependence: Revisiting Aggregation with Wavelets

  • Author: Patrice Abry, Darryl Veitch, Patrick Flandrin
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00090 (p 253-266)

Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework

  • Author: Anindya Banerjee, Juan Dolado, Ricardo Mestre
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00091 (p 267-283)

A Difference Estimator for Testing Equality of Variances for Paired Time Series

  • Author: Bruce Cooil, Luke Froeb
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00092 (p 285-290)

Consistent Estimation of Linear and Non‐linear Autoregressive Models with Markov Regime

  • Author: Vikram Krishnamurthy, Tobias Ryden
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00093 (p 291-307)

Tests for Harmonic Components in the Spectra of Categorical Time Series

  • Author: Monnie McGee, Katherine Ensor
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00094 (p 309-323)

Dickey–Fuller, Lagrange Multiplier and Combined Tests for a Unit Root in Autoregressive Time Series

  • Author: Kosuke Oya, Hiro Toda
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00095 (p 325-347)

Testing for Unit Roots in Monthly Time Series

  • Author: A. M. Robert Taylor
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00096 (p 349-368)

Testing for a Structural Break at Unknown Date with Long‐memory Disturbances

  • Author: Jonathan H. Wright
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00097 (p 369-376)

BOOK REVIEW

Book Review

  • Author: Patric Laycock
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00098 (p 377-378)

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