Journal of Time Series Analysis

Table of Contents

Volume 18 Issue 4 (July 1997)

321-446

Original Article

Goodness‐of‐fit tests for autoregressive processes

  • Author: T. W. Anderson
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00053 (p 321-339)

Spurious regressions between I(1) processes with long memory errors

  • Author: Nunzio Cappuccio, Diego Lubian
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00054 (p 341-354)

The zero‐crossing rate of p th‐order autoregressive processes

  • Author: Ximing Cheng, Yougui Wu, Jinguan Du, Huowang Liu
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00055 (p 355-374)

A note on L 1 density estimation for linear processes

  • Author: Somnath Datta
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00056 (p 375-383)

Asymptotic theory for certain regression models with long memory errors

  • Author: R. S. Deo
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00057 (p 385-393)

A Parametric approach to testing the null of cointegration

  • Author: B. P. M. McCabe, S. J. Leybourne, Y. Shin
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00058 (p 395-413)

On backward periodic autoregressive processes

  • Author: Hideaki Sakai, Shyuichi Ohno
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00059 (p 415-427)

Multivariate modelling of the autoregressive random variance process

  • Author: Mike K. P. So,  W. K. Li,  K. Lam
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00060 (p 429-446)

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