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Publisher: Wiley-Blackwell

Volume 23, Number 6, November 2002

Selecting the forgetting factor in subset autoregressive modelling
pp. 629-649(21)
Authors: Brailsford, T. J.; Penm, Jack H. W.; Terrell, R. D.

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Temporal aggregation and spurious instantaneous causality in multiple time series models
pp. 651-665(15)
Authors: BREITUNG, JÖRG; SWANSON, NORMANR.

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Comparison of unit root tests for time series with level shifts
pp. 667-685(19)
Authors: LANNE, MARKKU; LÜTKEPOHL, HELMUT; SAIKKONEN, PENTTI

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Bayesian methods for change-point detection in long-range dependent processes
pp. 687-705(19)
Authors: Ray, Bonnie K.; Tsay, Ruey S.

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A State space approach to bootstrapping conditional forecasts in arma models
pp. 733-751(19)
Authors: WALL, KENTD.; STOFFER, DAVIDS.

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