Journal of Time Series Analysis

Cover image for Vol. 31 Issue 5

September 2010

Volume 31, Issue 5

Pages 305–406

  1. Original Articles

    1. Top of page
    2. Original Articles
    3. Book Review
    1. A Bayesian nonlinearity test for threshold moving average models (pages 329–336)

      Qiang Xia, Jiazhu Pan, Zhiqiang Zhang and Jinshan Liu

      Version of Record online: 7 JUN 2010 | DOI: 10.1111/j.1467-9892.2010.00667.x

    2. Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (pages 348–364)

      Nazim Regnard and Jean-Michel Zakoïan

      Version of Record online: 11 JUL 2010 | DOI: 10.1111/j.1467-9892.2010.00669.x

    3. A Bayesian regime-switching time-series model (pages 365–378)

      Jaehee Kim and Sooyoung Cheon

      Version of Record online: 23 JUN 2010 | DOI: 10.1111/j.1467-9892.2010.00670.x

    4. Testing for nonlinear deterministic components when the order of integration is unknown (pages 379–391)

      David I. Harvey, Stephen J. Leybourne and Lisa Xiao

      Version of Record online: 23 JUN 2010 | DOI: 10.1111/j.1467-9892.2010.00671.x

    5. Stationarity testing under nonlinear models. Some asymptotic results (pages 392–405)

      Manuel Landajo and María José Presno

      Version of Record online: 29 JUN 2010 | DOI: 10.1111/j.1467-9892.2010.00672.x

  2. Book Review

    1. Top of page
    2. Original Articles
    3. Book Review
    1. Introductory Time Series with R (page 406)

      Georgi N. Boshnakov

      Version of Record online: 16 AUG 2010 | DOI: 10.1111/j.1467-9892.2009.00647.x

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