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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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A score test for seasonal fractional integration and cointegration
Silvapulle, Param - 1996
Persistent link: https://www.econbiz.de/10000603420
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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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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 for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy; Evans, Merran - 1993
Persistent link: https://www.econbiz.de/10000878855
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Testing for ARCH in ARCH-in-mean model
Beg, Rabiul Alam - 1997
Persistent link: https://www.econbiz.de/10000985366
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Finite sample properties of seasonal fractional integration tests
Banik, Shipra; Silvapulle, Param - 1998
Persistent link: https://www.econbiz.de/10001378656
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Long-term memory in stock market prices : international evidence
Sadique, Shibley; Silvapulle, Param - 1998
Persistent link: https://www.econbiz.de/10001378658
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Long-term memory in stock market returns : international evidence
Sadique, Shibley; Silvapulle, Paramsothy - In: International journal of finance & economics : IJFE 6 (2001) 1, pp. 59-67
Persistent link: https://www.econbiz.de/10001550198