Details about Param Silvapulle
Access statistics for papers by Param Silvapulle.
Last updated 2018-02-07. Update your information in the RePEc Author Service.
Short-id: psi262
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Working Papers
2009
- VARMA models for Malaysian Monetary Policy Analysis
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
2007
- Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
- Semiparametric estimation of the dependence parameter of the error terms in multivariate regression
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
2006
- Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
- Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
See also Journal Article Half-life estimation based on the bias-corrected bootstrap: A highest density region approach, Computational Statistics & Data Analysis, Elsevier (2007) View citations (10) (2007)
2004
- Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan
International Trade, University Library of Munich, Germany View citations (14)
- Nonlinear Modelling of Purchasing Power Parity in Indonesia
Econometric Society 2004 Australasian Meetings, Econometric Society View citations (1)
- Robustness of a semiparametric estimator of a copula
Econometric Society 2004 Australasian Meetings, Econometric Society View citations (3)
- Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan
International Finance, University Library of Munich, Germany View citations (2)
1996
- Testing for Serial Correlation in the of Dynamic Heteroscedasticity
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
1995
- A Score Test for Seasonal Fractional Integration and Cointegration
Econometrics, University Library of Munich, Germany View citations (2)
Also in Working Papers, University of Iowa, Department of Economics (1995) View citations (2)
See also Journal Article A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION, Econometric Reviews, Taylor & Francis Journals (2001) View citations (1) (2001)
Journal Articles
2008
- Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Applied Financial Economics, 2008, 18, (4), 267-273 View citations (2)
2007
- Half-life estimation based on the bias-corrected bootstrap: A highest density region approach
Computational Statistics & Data Analysis, 2007, 51, (7), 3418-3432 View citations (10)
See also Working Paper Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach, Monash Econometrics and Business Statistics Working Papers (2006) View citations (4) (2006)
2004
- Asymmetry in Okun's law
Canadian Journal of Economics, 2004, 37, (2), 353-374 View citations (73)
2003
- Testing for Temporal Asymmetry in the Price‐Volume Relationship
Bulletin of Economic Research, 2003, 55, (4), 373-389 View citations (18)
2001
- A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION
Econometric Reviews, 2001, 20, (1), 85-104 View citations (1)
See also Working Paper A Score Test for Seasonal Fractional Integration and Cointegration, Econometrics (1995) View citations (2) (1995)
- Long-Term Memory in Stock Market Returns: International Evidence
International Journal of Finance & Economics, 2001, 6, (1), 59-67 View citations (95)
2000
- The price-volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing
International Review of Economics & Finance, 2000, 9, (1), 11-30 View citations (27)
1999
- Testing for Seasonal Stability in Unemployment Series: International Evidence
Empirica, 1999, 26, (2), 123-139 View citations (1)
- Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence
The Quarterly Review of Economics and Finance, 1999, 39, (1), 59-76 View citations (31)
1998
- Testing for serial correlation in the presence of dynamic heteroscedasticity
Econometric Reviews, 1998, 17, (1), 31-55 View citations (7)
1994
- TESTING FOR PHILIPPINES RICE MARKET INTEGRATION: A MULTIPLE COINTEGRATION APPROACH
Journal of Agricultural Economics, 1994, 45, (3), 369-380 View citations (29)
1993
- Nonnested testing for autocorrelation in the linear regression model
Journal of Econometrics, 1993, 58, (3), 295-314 View citations (3)
1992
- Testing for AR(p) against IMA(1, q) disturbances in the linear regression model
Economics Letters, 1992, 40, (3), 257-261 View citations (1)
1991
- Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model
Journal of Business & Economic Statistics, 1991, 9, (3), 329-35 View citations (9)
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