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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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Testing for linear and nonlinear granger causality in the stock price-volume relation : Korean evidence
Silvapulle, Paramsothy; Choi, Jong-seo - In: The quarterly review of economics and finance : journal … 39 (1999) 1, pp. 59-76
Persistent link: https://www.econbiz.de/10001433858
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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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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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Testing for nonlinearity in time series models
Beg, Rabiul Alam - 1996
Persistent link: https://www.econbiz.de/10000948477