Narrow search
Showing 1 - 10 of 39
Cover Image
Unit root tests and structural breaks
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947713
Cover Image
Testing stationary nonnested short memory against long memory processes
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947716
Cover Image
A lagrange multiplier test for seasonal fractional integration
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947717
Cover Image
Yield spreads and interest rates movements : a cointegration approach
Silvapulle, Paramsothy; Inder, Brett A. - 1993
Persistent link: https://www.econbiz.de/10000867623
Cover Image
Testing AR(1) against MA(1) disturbances in the dynamic linear regression model
Silvapulle, Paramsothy - 1992
Persistent link: https://www.econbiz.de/10000837423
Cover Image
Testing for AR(p) IMA(1,q) disturbances in the linear regression model
Silvapulle, Paramsothy - 1992
Persistent link: https://www.econbiz.de/10000837470
Cover Image
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
Cover Image
Robustness of the ARCH tests in the presence of serial correlation
Silvapulle, Paramsothy; Lee, John - 1993
Persistent link: https://www.econbiz.de/10000878219
Cover Image
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
Cover Image
Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy; Evans, Merran - 1993
Persistent link: https://www.econbiz.de/10000878855