Narrow search
Showing 61 - 70 of 280
Cover Image
Testing moving average against autoregressive disturbances in the linear-regression model
Silvapulle, Paramsothy - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 3, pp. 329-335
Persistent link: https://www.econbiz.de/10001108812
Cover Image
Nonnested testing for autocorrelation in the linear regression model
Silvapulle, Paramsothy - In: Journal of econometrics 58 (1993) 3, pp. 295-314
Persistent link: https://www.econbiz.de/10001149103
Cover Image
The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947718
Cover Image
An empirical investigation of the relationship among real, monetary and financial variables : Australian evidence
Hewarathna, Ramya - 1996
Persistent link: https://www.econbiz.de/10000948217
Cover Image
Testing for nonlinearity in time series models
Beg, Rabiul Alam - 1996
Persistent link: https://www.econbiz.de/10000948477
Cover Image
On adaptive tests
Silvapulle, Mervyn J.; Silvapulle, Paramsothy; Basawa, … - 1996
Persistent link: https://www.econbiz.de/10000966179
Cover Image
Testing for seasonal stability in unemployment series : international evidence
Banik, Shipra - 1997
Persistent link: https://www.econbiz.de/10000976090
Cover Image
Testing for ARCH in ARCH-in-mean model
Beg, A. B. M. Rabiul Alam - 1997
Persistent link: https://www.econbiz.de/10000985366
Cover Image
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
Cover Image
Business cycle asymmetry and the stock market
Silvapulle, Paramsothy - 1997
Persistent link: https://www.econbiz.de/10000985401