Skip to main content
padlock icon - secure page this page is secure

Publisher: Wiley-Blackwell

Volume 29, Number 2, March 2008

Improved Prediction Limits For AR(p) and ARCH(p) Processes
pp. 213-223(11)
Authors: Kabaila, Paul; Syuhada, Khreshna

Favourites:
ADD
Favourites:
ADD

Bootstrapping the Local Periodogram of Locally Stationary Processes
pp. 264-299(36)
Authors: Sergides, Marios; Paparoditis, Efstathios

Favourites:
ADD

Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility
pp. 300-330(31)
Authors: Cavaliere, Giuseppe; RobertTaylor, A. M.

Favourites:
ADD

Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
pp. 331-358(28)
Authors: Trenkler, Carsten; Saikkonen, Pentti; L├╝tkepohl, Helmut

Favourites:
ADD

An Improvement of the Portmanteau Statistic
pp. 359-370(12)
Author: Katayama, Naoya

Favourites:
ADD

Bootstrap Unit-Root Tests: Comparison and Extensions
pp. 371-401(31)
Authors: Palm, FranzC.; Smeekes, Stephan; Urbain, Jean-Pierre

Favourites:
ADD

GQL Versus Conditional GQL Inferences for Non-Stationary Time Series of Counts with Overdispersion
pp. 402-420(19)
Authors: Mallick, TaslimS.; Sutradhar, BrajendraC.

Favourites:
ADD

  • Access Key
  • Free content
  • Partial Free content
  • New content
  • Open access content
  • Partial Open access content
  • Subscribed content
  • Partial Subscribed content
  • Free trial content
Cookie Policy
X
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more