Journal of Time Series Analysis

Cover image for Vol. 34 Issue 1

January 2013

Volume 34, Issue 1

Pages 1–138

  1. Review Article

    1. Top of page
    2. Review Article
    3. Original Articles
    4. Book Review
    1. Structural breaks in time series (pages 1–16)

      Alexander Aue and Lajos Horváth

      Version of Record online: 14 SEP 2012 | DOI: 10.1111/j.1467-9892.2012.00819.x

  2. Original Articles

    1. Top of page
    2. Review Article
    3. Original Articles
    4. Book Review
    1. Testing for parameter constancy in non-Gaussian time series (pages 17–29)

      Lu Han and Brendan McCabe

      Version of Record online: 13 JUL 2012 | DOI: 10.1111/j.1467-9892.2012.00810.x

    2. The power of unit root tests against nonlinear local alternatives (pages 40–61)

      Matei Demetrescu and Robinson Kruse

      Version of Record online: 10 AUG 2012 | DOI: 10.1111/j.1467-9892.2012.00812.x

    3. Recursive adjustment, unit root tests and structural breaks (pages 62–82)

      Paulo M. M. Rodrigues

      Version of Record online: 25 JUL 2012 | DOI: 10.1111/j.1467-9892.2012.00813.x

    4. Combining non-cointegration tests (pages 83–95)

      Christian Bayer and Christoph Hanck

      Version of Record online: 21 DEC 2012 | DOI: 10.1111/j.1467-9892.2012.00814.x

    5. Estimation for non-negative time series with heavy-tail innovations (pages 96–115)

      A. Bartlett and W. P. McCormick

      Version of Record online: 25 JUL 2012 | DOI: 10.1111/j.1467-9892.2012.00815.x

    6. Determining the order of the functional autoregressive model (pages 116–129)

      Piotr Kokoszka and Matthew Reimherr

      Version of Record online: 25 JUL 2012 | DOI: 10.1111/j.1467-9892.2012.00816.x

  3. Book Review

    1. Top of page
    2. Review Article
    3. Original Articles
    4. Book Review
    1. Book Review (page 138)

      Plotr S. Kokoszka

      Version of Record online: 9 AUG 2012 | DOI: 10.1111/j.1467-9892.2012.00818.x

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