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Inappropriate use of seasonal dummies in regression

Abeysinghe, Tilak - In: Economics Letters 36 (1991) 2, pp. 175-179

Persistent link: https://www.econbiz.de/10005307517

Temporal aggregation, cointegration and causality inference

Rajaguru, Gulasekaran; Abeysinghe, Tilak - In: Economics Letters 101 (2008) 3, pp. 223-226

Temporal aggregation creates contemporaneous correlations, alters dynamic links and may distort causality inference. Since cointegration is invariant to temporal aggregation and implies Granger causality this paper presents a sign rule for causal inference and contemporaneous conditioning in...

Persistent link: https://www.econbiz.de/10005362187

A score test for Box-Cox functional form

Yang, Zhenlin; Abeysinghe, Tilak - In: Economics Letters 79 (2003) 1, pp. 107-115

Persistent link: https://www.econbiz.de/10005288236

Estimation of direct and indirect impact of oil price on growth

Abeysinghe, Tilak - In: Economics Letters 73 (2001) 2, pp. 147-153

Persistent link: https://www.econbiz.de/10005270086

Forecasting performance of seasonal-dummy models relative to some alternatives

Abeysinghe, Tilak - In: Economics Letters 44 (1994) 4, pp. 365-370

Persistent link: https://www.econbiz.de/10005275290

An explicit variance formula for the Box-Cox functional form estimator

Yang, Zhenlin; Abeysinghe, Tilak - In: Economics Letters 76 (2002) 2, pp. 259-265

Persistent link: https://www.econbiz.de/10005275662