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type_genre:"Working Paper"
person:"Silvapulle, Paramsothy"
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Search: subject_exact:"Estimation theory"
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Estimation theory
16
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Silvapulle, Paramsothy
Härdle, Wolfgang
114
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97
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77
Gao, Jiti
74
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64
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63
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59
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58
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53
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48
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45
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43
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42
Sentana, Enrique
42
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41
Lechner, Michael
41
Nielsen, Morten Ørregaard
40
Koopman, Siem Jan
37
Chen, Xiaohong
36
Swanson, Norman R.
36
Weidner, Martin
35
Johansen, Søren
34
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34
Marcellino, Massimiliano
33
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33
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32
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32
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31
Cai, Zongwu
29
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29
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29
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29
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29
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28
Fernández-Val, Iván
28
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28
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28
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28
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ECONIS (ZBW)
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1
Local logit regression for recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782259
Saved in:
2
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
3
Estimating the error distribution in multivariate heteroscedastic time series models
Kim, Gunky
;
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
-
2007
Persistent link: https://www.econbiz.de/10003486438
Saved in:
4
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression
Kim, Gunky
;
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
-
2007
Persistent link: https://www.econbiz.de/10003486458
Saved in:
5
Half-life estimation based on the bias-corrected bootstrap : a highest density region approach
Kim, Jae H.
;
Silvapulle, Paramsothy
;
Hyndman, Rob J.
-
2006
Persistent link: https://www.econbiz.de/10003361020
Saved in:
6
On adaptive tests
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
;
Basawa, …
-
1996
Persistent link: https://www.econbiz.de/10000966179
Saved in:
7
Testing for nonlinearity in time series models
Beg, Rabiul Alam
-
1996
Persistent link: https://www.econbiz.de/10000948477
Saved in:
8
Unit root tests and structural breaks
Silvapulle, Paramsothy
-
1995
Persistent link: https://www.econbiz.de/10000947713
Saved in:
9
Testing stationary nonnested short memory against long memory processes
Silvapulle, Paramsothy
-
1995
Persistent link: https://www.econbiz.de/10000947716
Saved in:
10
A lagrange multiplier test for seasonal fractional integration
Silvapulle, Paramsothy
-
1995
Persistent link: https://www.econbiz.de/10000947717
Saved in:
11
The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests
Silvapulle, Paramsothy
-
1995
Persistent link: https://www.econbiz.de/10000947718
Saved in:
12
Robustness of the ARCH tests in the presence of serial correlation
Silvapulle, Paramsothy
;
Lee, John
-
1993
Persistent link: https://www.econbiz.de/10000878219
Saved in:
13
Yield spreads and interest rates movements : a cointegration approach
Silvapulle, Paramsothy
;
Inder, Brett A.
-
1993
Persistent link: https://www.econbiz.de/10000867623
Saved in:
14
Testing for market integration : a multiple cointegration approach
Silvapulle, Paramsothy
;
Jayasuriya, Sisira K.
-
1992
Persistent link: https://www.econbiz.de/10000845562
Saved in:
15
Testing AR(1) against MA(1) disturbances in the dynamic linear regression model
Silvapulle, Paramsothy
-
1992
Persistent link: https://www.econbiz.de/10000837423
Saved in:
16
Unit root testing : AR(1) against IMA(1,1) disturbances in the linear regression model
Silvapulle, Paramsothy
-
1992
Persistent link: https://www.econbiz.de/10000837471
Saved in:
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