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ISI Journal Citation ReportsŪ Ranking: 2004: 46/52 (Mathematics
Interdisciplinary Applications); 54/77 (Statistics & Probability)
Impact Factor: 0.410
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Structural Laplace Transform and Compound Autoregressive Models
Serge Darolles, Christian Gourieroux, Joann Jasiak
http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2006.00479.x?
ai=119&ui=aow2&af=T
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A Generalized Portmanteau Test For Independence Of Two Infinite-Order
Vector Autoregressive Series
Chafik Bouhaddioui, Roch Roy
http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2006.00473.x?
ai=119&ui=aow2&af=T
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Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error
Distributions, Structural Breaks and Outliers
Felipe Aparicio, Alvaro Escribano, Ana E. Sipols
http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2006.00474.x?
ai=119&ui=aow2&af=T
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On a Mixture GARCH Time-Series Model
Zhiqiang Zhang, Wai Keung Li, Kam Chuen Yuen
http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2006.00467.x?
ai=119&ui=aow2&af=T
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Partial autocorrelation parameterization for subset autoregression
A. I. McLeod, Y. Zhang
http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2006.00481.x?
ai=119&ui=aow2&af=T
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Testing the Null of Co-integration in the Presence of Variance Breaks
Giuseppe Cavaliere, A. M. Robert Taylor
http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2006.00475.x?
ai=119&ui=aow2&af=T
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