Access Statistics for Param Silvapulle

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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 0 316 0 1 5 1,473
A Score Test for Seasonal Fractional Integration and Cointegration 0 0 0 0 1 3 8 210
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 0 83 0 0 1 304
Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models 0 0 0 70 0 0 1 209
Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan 0 0 0 352 3 4 13 1,069
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 187 3 4 6 878
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 0 317 0 1 6 1,037
Robustness of a semiparametric estimator of a copula 0 1 3 157 0 2 10 380
Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan 0 1 1 342 0 3 4 798
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression 0 0 2 49 0 2 6 152
Testing for Serial Correlation in the of Dynamic Heteroscedasticity 0 0 0 0 0 0 1 1,168
VARMA models for Malaysian Monetary Policy Analysis 0 1 2 167 0 4 11 470
Total Working Papers 0 3 8 2,040 7 24 72 8,148


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 0 0 2 102
Analysis of dependence in the G11 countries' financial markets: simulation and empirical evidence 0 0 0 13 0 1 2 123
Assessing dependence changes using nonparametric methods 0 0 0 9 0 0 0 44
Asymmetry in Okun's law 0 2 4 320 2 6 13 1,059
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 1 37 1 1 3 204
Long-Term Memory in Stock Market Returns: International Evidence 0 0 0 191 0 0 7 942
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion 0 0 0 43 0 0 0 107
Nonnested testing for autocorrelation in the linear regression model 0 0 0 14 0 0 1 84
TESTING FOR PHILIPPINES RICE MARKET INTEGRATION: A MULTIPLE COINTEGRATION APPROACH 1 1 5 79 5 5 14 197
Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model 0 0 0 0 0 0 2 291
Testing for AR(p) against IMA(1, q) disturbances in the linear regression model 0 0 0 13 0 0 0 69
Testing for Seasonal Stability in Unemployment Series: International Evidence 0 1 3 8 1 2 5 41
Testing for Temporal Asymmetry in the Price-Volume Relationship 0 0 0 78 0 0 2 233
Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence 0 0 4 200 1 1 7 442
Testing for serial correlation in the presence of dynamic heteroscedasticity 0 0 0 35 2 3 3 157
The price-volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing 0 0 1 122 0 0 2 385
Total Journal Articles 1 4 18 1,184 12 19 63 4,480


Statistics updated 2019-10-05