Journal of Time Series Analysis

Cover image for Vol. 26 Issue 3

May 2005

Volume 26, Issue 3

Pages 323–488

  1. Original Articles

    1. Top of page
    2. Original Articles
    3. Book Review
    1. Polynomial Trend Regression With Long-memory Errors (pages 323–354)

      Hwai-Chung Ho and Nan-Jung Hsu

      Version of Record online: 13 APR 2005 | DOI: 10.1111/j.1467-9892.2005.00405.x

    2. Examination of Some More Powerful Modifications of the Dickey–Fuller Test (pages 355–369)

      Stephen Leybourne, Tae-Hwan Kim and Paul Newbold

      Version of Record online: 13 APR 2005 | DOI: 10.1111/j.1467-9892.2004.00406.x

    3. Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints (pages 371–397)

      R. J. Biscay, Marc Lavielle and Carenne Ludeña

      Version of Record online: 13 APR 2005 | DOI: 10.1111/j.1467-9892.2004.00407.x

    4. Extreme Spectra of Var Models and Orders of Near-Cointegration (pages 399–421)

      E. E. Ioannidis and G. A. Chronis

      Version of Record online: 13 APR 2005 | DOI: 10.1111/j.1467-9892.2004.00408.x

    5. Implicit Bayesian Inference Using Option Prices (pages 437–462)

      Gael M. Martin, Catherine S. Forbes and Vance L. Martin

      Version of Record online: 13 APR 2005 | DOI: 10.1111/j.1467-9892.2005.00410.x

    6. Fractional Invariance Principle (pages 463–486)

      Yuzo Hosoya

      Version of Record online: 13 APR 2005 | DOI: 10.1111/j.1467-9892.2004.00411.x

  2. Book Review

    1. Top of page
    2. Original Articles
    3. Book Review
    1. Book Review (pages 487–488)

      Paul Fearnhead

      Version of Record online: 13 APR 2005 | DOI: 10.1111/j.1467-9892.2005.00404.x

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