Narrow search
Showing 1 - 10 of 12
Cover Image
Yield spreads and interest rates movements : a cointegration approach
Silvapulle, Paramsothy; Inder, Brett A. - 1993
Persistent link: https://www.econbiz.de/10000142821
Cover Image
The Effect of Non-normal Disturbances and Conditional Heterskedasticity on Multiple Cointegration Tests
Silvapulle, Param; Padivinsky, J.M. - Department of Economics and Finance, La Trobe Business … - 1995
Persistent link: https://www.econbiz.de/10010541490
Cover Image
The Effect of Non-normal Disturbances and Conditional Heterskedasticity on Multiple Cointegration Tests
Silvapulle, Param; Padivinsky, J.M. - Department of Economics and Finance, La Trobe Business … - 1995
Persistent link: https://www.econbiz.de/10008867821
Cover Image
A score test for seasonal fractional integration and cointegration
Silvapulle, Param - 1996
Persistent link: https://www.econbiz.de/10000603420
Cover Image
Bayesian trace statistics for the reduced rank regression model
Strachan, Rodney W.; Inder, Brett A. - 1999
Persistent link: https://www.econbiz.de/10001440564
Cover Image
Bayesian maximum eigenvalue and trace statistics for the cointegration error correction model
Strachan, Rodney W.; Inder, Brett A. - 2000
Persistent link: https://www.econbiz.de/10001554440
Cover Image
Bayesian analysis of the error correction model
Strachan, Rodney W.; Inder, Brett A. - In: Journal of econometrics 123 (2004) 2, pp. 307-325
Persistent link: https://www.econbiz.de/10002361738
Cover Image
Coffee commodity chain
Olsen, Tine S.; Inder, Brett A. - 2008
Persistent link: https://www.econbiz.de/10003723739
Cover Image
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
Cover Image
Testing for market integration : a multiple cointegration approach
Silvapulle, Paramsothy; Jayasuriya, Sisira K. - 1992
Persistent link: https://www.econbiz.de/10000137314