Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

March 2001

Volume 22, Issue 2

Pages 127–252

  1. Original Article

    1. Top of page
    2. Original Article
    3. Book Review
    1. Testing for the Presence of a Random Walk in Series with Structural Breaks (pages 127–150)

      Fabio Busetti and Andrew Harvey

      Version of Record online: 21 DEC 2001 | DOI: 10.1111/1467-9892.00216

    2. Stochastic Regression Model with Dependent Disturbances (pages 175–196)

      Kokyo Choy and Masanobu Taniguchi

      Version of Record online: 21 DEC 2001 | DOI: 10.1111/1467-9892.00218

    3. Conditional Heteroskedasticity Driven by Hidden Markov Chains (pages 197–220)

      Christian Francq, Michel Roussignol and Jean-Michel Zakoian

      Version of Record online: 21 DEC 2001 | DOI: 10.1111/1467-9892.00219

  2. Book Review

    1. Top of page
    2. Original Article
    3. Book Review
    1. Book Review (pages 251–252)

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/1467-9892.00221

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