Journal of Time Series Analysis

Cover image for Vol. 27 Issue 4

July 2006

Volume 27, Issue 4

Pages 477–636

  1. Original articles

    1. Top of page
    2. Original articles
    1. Structural Laplace Transform and Compound Autoregressive Models (pages 477–503)

      Serge Darolles, Christian Gourieroux and Joann Jasiak

      Version of Record online: 7 APR 2006 | DOI: 10.1111/j.1467-9892.2006.00479.x

    2. Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers (pages 545–576)

      Felipe Aparicio, Alvaro Escribano and Ana E. Sipols

      Version of Record online: 16 FEB 2006 | DOI: 10.1111/j.1467-9892.2006.00474.x

    3. On a Mixture GARCH Time-Series Model (pages 577–597)

      Zhiqiang Zhang, Wai Keung Li and Kam Chuen Yuen

      Version of Record online: 10 FEB 2006 | DOI: 10.1111/j.1467-9892.2006.00467.x

    4. Partial autocorrelation parameterization for subset autoregression (pages 599–612)

      A. I. McLeod and Y. Zhang

      Version of Record online: 7 APR 2006 | DOI: 10.1111/j.1467-9892.2006.00481.x

    5. Testing the Null of Co-integration in the Presence of Variance Breaks (pages 613–636)

      Giuseppe Cavaliere and A. M. Robert Taylor

      Version of Record online: 8 MAR 2006 | DOI: 10.1111/j.1467-9892.2006.00475.x

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