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A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy - In: Econometric reviews 20 (2001) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10001582461
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Testing for serial correlation in the presence of dynamic heteroscedasticity
Silvapulle, Paramsothy - In: Econometric reviews 17 (1998) 1, pp. 31-55
Persistent link: https://www.econbiz.de/10001237559
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Bayesian approaches to nonparametric estimation of densities on the unit interval
Li, Song; Silvapulle, Mervyn J.; Silvapulle, Paramsothy; … - In: Econometric reviews 34 (2015) 1/5, pp. 394-412
Persistent link: https://www.econbiz.de/10011373275
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Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
Sriananthakumar, Sivagowry - In: Econometric reviews 38 (2019) 4, pp. 451-464
Persistent link: https://www.econbiz.de/10012181311
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A Score Test for Seasonal Fractional Integration and Cointegration
Silvapulle, P. - In: Econometric reviews 20 (2001) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10006901671
Cover Image
Testing for Serial Correlation in the Presence of Dynamic Heteroscedasticity
Silvapulle, P.; Evans, M. - In: Econometric reviews 17 (1998) 1, pp. 31-56
Persistent link: https://www.econbiz.de/10006920355