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Unit root tests and structural breaks
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947713
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Testing stationary nonnested short memory against long memory processes
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947716
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A lagrange multiplier test for seasonal fractional integration
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947717
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A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy - 1996
Persistent link: https://www.econbiz.de/10000948478
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A score test for seasonal fractional integration and cointegration
Silvapulle, Param - 1996
Persistent link: https://www.econbiz.de/10000603420
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Testing for seasonal stability in unemployment series : international evidence
Banik, Shipra - 1997
Persistent link: https://www.econbiz.de/10000976090
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The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947718
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An empirical investigation of the relationship among real, monetary and financial variables : Australian evidence
Hewarathna, Ramya - 1996
Persistent link: https://www.econbiz.de/10000948217
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Testing for nonlinearity in time series models
Beg, Rabiul Alam - 1996
Persistent link: https://www.econbiz.de/10000948477
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Testing for ARCH in ARCH-in-mean model
Beg, Rabiul Alam - 1997
Persistent link: https://www.econbiz.de/10000985366