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Silvapulle, Paramsothy
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9
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5
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5
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ECONIS (ZBW)
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A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy
- In:
Econometric reviews
20
(
2001
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10001582461
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2
Testing for AR(p) against IMA(1,q) disturbances in the linear regression model
Silvapulle, Paramsothy
- In:
Economics letters
40
(
1992
)
3
,
pp. 257-261
Persistent link: https://www.econbiz.de/10001140217
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3
Unit root tests and structural breaks
Silvapulle, Paramsothy
-
1995
Persistent link: https://www.econbiz.de/10000947713
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4
Testing stationary nonnested short memory against long memory processes
Silvapulle, Paramsothy
-
1995
Persistent link: https://www.econbiz.de/10000947716
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5
A lagrange multiplier test for seasonal fractional integration
Silvapulle, Paramsothy
-
1995
Persistent link: https://www.econbiz.de/10000947717
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6
A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy
-
1996
Persistent link: https://www.econbiz.de/10000948478
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7
Some robust properties of unit root tests
Silvapulle, Paramsothy
-
1993
Persistent link: https://www.econbiz.de/10000864998
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8
Testing for a unit root in a time series with mean shifts
Silvapulle, Paramsothy
-
1993
Persistent link: https://www.econbiz.de/10000865000
Saved in:
9
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:
10
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
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