Access Statistics for Param Silvapulle

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Score Test for Seasonal Fractional Integration and Cointegration 0 0 0 318 0 0 2 1,488
A Score Test for Seasonal Fractional Integration and Cointegration 0 0 0 0 2 2 2 223
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 0 84 0 0 1 315
Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models 0 0 0 70 3 5 7 223
Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan 0 0 1 364 0 1 8 1,134
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 1 4 5 908
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 1 1 326 3 7 12 1,074
Robustness of a semiparametric estimator of a copula 0 0 1 169 4 7 10 425
Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan 0 0 0 347 4 6 7 825
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression 0 0 0 49 0 1 1 161
Testing for Serial Correlation in the of Dynamic Heteroscedasticity 0 0 0 0 1 3 3 1,175
VARMA models for Malaysian Monetary Policy Analysis 0 0 0 172 4 9 15 509
Total Working Papers 0 1 3 2,087 22 45 73 8,460

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION 0 0 0 22 1 3 4 122
Asymmetry in Okun's law 0 0 7 351 1 1 19 1,152
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 3 4 6 227
Long-Term Memory in Stock Market Returns: International Evidence 0 0 0 196 2 3 4 971
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion 0 0 0 43 0 1 1 110
Nonnested testing for autocorrelation in the linear regression model 0 0 0 15 2 4 6 94
TESTING FOR PHILIPPINES RICE MARKET INTEGRATION: A MULTIPLE COINTEGRATION APPROACH 0 0 0 118 3 3 7 446
Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model 0 0 0 0 1 1 1 299
Testing for AR(p) against IMA(1, q) disturbances in the linear regression model 0 0 0 13 1 1 1 71
Testing for Seasonal Stability in Unemployment Series: International Evidence 0 0 0 8 2 5 5 51
Testing for Temporal Asymmetry in the Price‐Volume Relationship 0 0 0 81 2 2 3 246
Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence 0 0 0 206 2 3 4 476
Testing for serial correlation in the presence of dynamic heteroscedasticity 0 1 1 37 2 4 6 169
The price-volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing 0 0 0 126 3 3 4 412
Total Journal Articles 0 1 8 1,257 25 38 71 4,846
2 registered items for which data could not be found
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Statistics updated 2026-01-09