Journal of Time Series Analysis

Table of Contents

Volume 16 Issue 5 (September 1995)

445-529

Original Article

AN APPLICATION OF THE SCHUR‐COHN ALGORITHM TO TIME SERIES ANALYSIS

  • Author: Roger W. Barnard, Kamal C. Chanda
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00245.x (p 445-449)

A NOTE ON THE EMBEDDING OF DISCRETE‐TIME ARMA PROCESSES

  • Author: Peter J. Brockwell
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00246.x (p 451-460)

THRESHOLD VARIABLE SELECTION IN OPEN‐LOOP THRESHOLD AUTOREGRESSIVE MODELS

  • Author: Rong Chen
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00247.x (p 461-481)

BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS

  • Author: Cathy W. S. Chen, Jack C. Lee
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00248.x (p 483-492)

ESTIMATING FINITE SAMPLE CRITICAL VALUES FOR UNIT ROOT TESTS USING PURE RANDOM WALK PROCESSES:A NOTE

  • Author: Yin‐Wong Cheung, Kon S. Lai
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00249.x (p 493-498)

A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN

  • Author: Gianluca Cubadda
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00250.x (p 499-508)

A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION

  • Author: T. Grahn
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00251.x (p 509-529)

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