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~subject:"Estimation theory"
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Estimation theory
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Silvapulle, Paramsothy
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Silvapulle, Param
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ECONIS (ZBW)
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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
Yield spreads and interest rates movements : a cointegration approach
Silvapulle, Paramsothy
;
Inder, Brett A.
-
1993
Persistent link: https://www.econbiz.de/10000867623
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5
Testing AR(1) against MA(1) disturbances in the dynamic linear regression model
Silvapulle, Paramsothy
-
1992
Persistent link: https://www.econbiz.de/10000837423
Saved in:
6
Testing for AR(p) IMA(1,q) disturbances in the linear regression model
Silvapulle, Paramsothy
-
1992
Persistent link: https://www.econbiz.de/10000837470
Saved in:
7
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
Saved in:
8
Robustness of the ARCH tests in the presence of serial correlation
Silvapulle, Paramsothy
;
Lee, John
-
1993
Persistent link: https://www.econbiz.de/10000878219
Saved in:
9
The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy
;
Pereira, Robert
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000878845
Saved in:
10
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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