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type_genre:"Working Paper"
person:"Silvapulle, Paramsothy"
~isPartOf:"Economics and commerce : discussion papers"
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Silvapulle, Paramsothy
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Robustness of the ARCH tests in the presence of serial correlation
Silvapulle, Paramsothy
;
Lee, John
-
1993
Persistent link: https://www.econbiz.de/10000878219
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2
Yield spreads and interest rates movements : a cointegration approach
Silvapulle, Paramsothy
;
Inder, Brett A.
-
1993
Persistent link: https://www.econbiz.de/10000867623
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3
Testing for market integration : a multiple cointegration approach
Silvapulle, Paramsothy
;
Jayasuriya, Sisira K.
-
1992
Persistent link: https://www.econbiz.de/10000845562
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4
Testing AR(1) against MA(1) disturbances in the dynamic linear regression model
Silvapulle, Paramsothy
-
1992
Persistent link: https://www.econbiz.de/10000837423
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5
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
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