Access Statistics for Param Silvapulle

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	0	2	2	223
A Score Test for Seasonal Fractional Integration and Cointegration	0	0	0	318	3	3	5	1,491
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures	0	0	0	84	4	4	5	319
Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models	0	0	0	70	4	8	11	227
Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan	0	0	1	364	3	4	11	1,137
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach	0	0	0	188	2	6	6	910
Nonlinear Modelling of Purchasing Power Parity in Indonesia	0	1	1	326	13	20	23	1,087
Robustness of a semiparametric estimator of a copula	0	0	1	169	3	7	13	428
Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan	0	0	0	347	2	7	9	827
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression	0	0	0	49	1	2	2	162
Testing for Serial Correlation in the of Dynamic Heteroscedasticity	0	0	0	0	3	5	6	1,178
VARMA models for Malaysian Monetary Policy Analysis	0	0	0	172	2	10	17	511
Total Working Papers	0	1	3	2,087	40	78	110	8,500

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	3	6	124
Asymmetry in Okun's law	1	1	7	352	4	5	21	1,156
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach	0	0	0	41	2	5	7	229
Long-Term Memory in Stock Market Returns: International Evidence	0	0	0	196	2	4	6	973
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion	0	0	0	43	0	0	1	110
Nonnested testing for autocorrelation in the linear regression model	0	0	0	15	0	2	6	94
TESTING FOR PHILIPPINES RICE MARKET INTEGRATION: A MULTIPLE COINTEGRATION APPROACH	0	0	0	118	5	8	11	451
Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model	0	0	0	0	1	2	2	300
Testing for AR(p) against IMA(1, q) disturbances in the linear regression model	0	0	0	13	1	2	2	72
Testing for Seasonal Stability in Unemployment Series: International Evidence	0	0	0	8	4	7	9	55
Testing for Temporal Asymmetry in the Price‐Volume Relationship	0	0	0	81	3	5	6	249
Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence	0	0	0	206	4	7	8	480
Testing for serial correlation in the presence of dynamic heteroscedasticity	0	1	1	37	1	4	7	170
The price-volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing	0	0	0	126	0	3	4	412
Total Journal Articles	1	2	8	1,258	29	57	96	4,875

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Statistics updated 2026-02-12