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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
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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
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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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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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Yield spreads and interest rates movements : a cointegration approach
Silvapulle, Paramsothy; Inder, Brett A. - 1993
Persistent link: https://www.econbiz.de/10000142821
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Testing for market integration : a multiple cointegration approach
Silvapulle, Paramsothy; Jayasuriya, Sisira K. - 1992
Persistent link: https://www.econbiz.de/10000137314
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A threshold cointegration approach to the stock prices-inflation puzzle
Hoque, Hafiz; Silvapulle, Paramsothy; Moosa, Imad A. - In: International journal of economic perspectives : IJEP 1 (2007) 2, pp. 83-102
Persistent link: https://www.econbiz.de/10003983788
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ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia
Rushdi, Mustabshira; Kim, Jae H.; Silvapulle, Paramsothy - In: Economic modelling 29 (2012) 3, pp. 535-543
Persistent link: https://www.econbiz.de/10009544884