Search Results - subject:"time series EDIRC Provider-Institution: RePEc:edi:smlatau"

A Score Test for Seasonal Fraction Integration and Cointegration

Silvapulle, Param - Department of Economics and Finance, La Trobe Business … - 1996

This paper develops a time domaine score statistic for testing fractional integration at zero and seasonal frequencies in quarterly time series models.

Persistent link: https://www.econbiz.de/10008867887

A Lagrange Multiplier Test Seasonal Fractional Integration

Silvapulle, Param - Department of Economics and Finance, La Trobe Business … - 1995

Persistent link: https://www.econbiz.de/10008867742

Unit Root Test and Structural Breaks

Silvapulle, Param - Department of Economics and Finance, La Trobe Business … - 1995

Persistent link: https://www.econbiz.de/10008867808

Testing for a Unit Root in a Time Series with Mean Shifts

Silvapulle, Param - Department of Economics and Finance, La Trobe Business … - 1993

Persistent link: https://www.econbiz.de/10008867896

Some Robust Properties of Unit Root Tests

Silvapulle, Param - Department of Economics and Finance, La Trobe Business … - 1993

Persistent link: https://www.econbiz.de/10008867949