Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

March 2002

Volume 23, Issue 2

Pages 127–250

  1. Original Articles

    1. Top of page
    2. Original Articles
    1. Nonlinear Autocorrelograms: an Application to Inter-Trade Durations (pages 127–154)

      CHRISTIAN GOURIÉROUX and JOANN JASIAK

      Version of Record online: 29 APR 2002 | DOI: 10.1111/1467-9892.00259

    2. A Direct Test for Cointegration Between a Pair of Time Series (pages 173–191)

      STEPHEN J. LEYBOURNE, PAUL NEWBOLD, DIMITRIOS VOUGAS and TAE-HWAN KIM

      Version of Record online: 29 APR 2002 | DOI: 10.1111/1467-9892.00261

    3. Controlling Revisions in Arima-Model-Based Seasonal Adjustment (pages 193–213)

      CHRISTOPHE PLANAS and 1 RAOUL DEPOUTOT 2

      Version of Record online: 29 APR 2002 | DOI: 10.1111/1467-9892.00262

    4. A Nonparametric Prewhitened Covariance Estimator (pages 215–250)

      ZHIJIE XIAO and OLIVER LINTON

      Version of Record online: 29 APR 2002 | DOI: 10.1111/1467-9892.00263

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