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Unit root tests and structural breaks
Silvapulle, Paramsothy
-
1995
Persistent link: https://www.econbiz.de/10000947713
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2
Testing stationary nonnested short memory against long memory processes
Silvapulle, Paramsothy
-
1995
Persistent link: https://www.econbiz.de/10000947716
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3
A lagrange multiplier test for seasonal fractional integration
Silvapulle, Paramsothy
-
1995
Persistent link: https://www.econbiz.de/10000947717
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4
A score test for seasonal fractional integration and cointegration
Silvapulle, Param
-
1996
Persistent link: https://www.econbiz.de/10000603420
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5
A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy
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1996
Persistent link: https://www.econbiz.de/10000948478
Saved in:
6
The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests
Silvapulle, Paramsothy
-
1995
Persistent link: https://www.econbiz.de/10000947718
Saved in:
7
On adaptive tests
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
;
Basawa, …
-
1996
Persistent link: https://www.econbiz.de/10000966179
Saved in:
8
Testing for ARCH in ARCH-in-mean model
Beg, A. B. M. Rabiul Alam
-
1997
Persistent link: https://www.econbiz.de/10000985366
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9
Testing for linear and nonlinear Granger causality in the stock price-volume relation : Korean evidence
Silvapulle, Paramsothy
-
1997
Persistent link: https://www.econbiz.de/10000985392
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10
Business cycle asymmetry and the stock market
Silvapulle, Paramsothy
-
1997
Persistent link: https://www.econbiz.de/10000985401
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