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A new test for autocorrelation in the disturbances of the dynamic linear regression model
Inder, Brett A. - In: International economic review 31 (1990) 2, pp. 341-354
Persistent link: https://www.econbiz.de/10001087270
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Testing AR(1) against MA(1) disturbances in the dynamic linear regression model
Silvapulle, Paramsothy - 1992
Persistent link: https://www.econbiz.de/10000837423
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Unit root testing : AR(1) against IMA(1,1) disturbances in the linear regression model
Silvapulle, Paramsothy - 1992
Persistent link: https://www.econbiz.de/10000837471
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Some robust properties of unit root tests
Silvapulle, Paramsothy - 1993
Persistent link: https://www.econbiz.de/10000864998
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Testing for a unit root in a time series with mean shifts
Silvapulle, Paramsothy - 1993
Persistent link: https://www.econbiz.de/10000865000
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Testing moving average against autoregressive disturbances in the linear-regression model
Silvapulle, Paramsothy - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 3, pp. 329-335
Persistent link: https://www.econbiz.de/10001108812
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Testing for AR(p) against IMA(1,q) disturbances in the linear regression model
Silvapulle, Paramsothy - In: Economics letters 40 (1992) 3, pp. 257-261
Persistent link: https://www.econbiz.de/10001140217
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Structural break and unit root : Australian evidende
Silvapulle, Paramsothy; Maddock, Rodney - 1992
Persistent link: https://www.econbiz.de/10000845605
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Testing for a unit root in a time series with mean shifts
Silvapulle, Paramsothy - 1993
Persistent link: https://www.econbiz.de/10000142819
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Some robust properties of unit root tests
Silvapulle, Paramsothy - 1993
Persistent link: https://www.econbiz.de/10000142820