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 1 1,486
A Score Test for Seasonal Fractional Integration and Cointegration 0 0 0 0 0 0 2 221
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 1 84 0 0 1 314
Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models 0 0 0 70 1 1 1 217
Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan 0 0 1 363 1 2 12 1,128
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 0 0 2 904
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 1 325 1 2 9 1,066
Robustness of a semiparametric estimator of a copula 0 1 3 169 1 2 6 417
Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan 0 0 1 347 0 0 1 818
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression 0 0 0 49 0 0 0 160
Testing for Serial Correlation in the of Dynamic Heteroscedasticity 0 0 0 0 0 0 0 1,172
VARMA models for Malaysian Monetary Policy Analysis 0 0 0 172 0 2 2 496
Total Working Papers 0 1 7 2,085 4 9 37 8,399

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 0 118
Asymmetry in Okun's law 1 2 8 347 1 3 15 1,138
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 0 0 4 222
Long-Term Memory in Stock Market Returns: International Evidence 0 0 1 196 0 0 1 967
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion 0 0 0 43 0 0 0 109
Nonnested testing for autocorrelation in the linear regression model 0 0 0 15 0 0 1 88
TESTING FOR PHILIPPINES RICE MARKET INTEGRATION: A MULTIPLE COINTEGRATION APPROACH 0 0 0 118 0 2 5 442
Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model 0 0 0 0 0 0 1 298
Testing for AR(p) against IMA(1, q) disturbances in the linear regression model 0 0 0 13 0 0 1 70
Testing for Seasonal Stability in Unemployment Series: International Evidence 0 0 0 8 0 0 0 46
Testing for Temporal Asymmetry in the Price‐Volume Relationship 0 0 1 81 0 1 4 244
Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence 0 0 0 206 0 0 1 472
Testing for serial correlation in the presence of dynamic heteroscedasticity 0 0 0 36 1 2 4 165
The price-volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing 0 0 0 126 0 1 3 409
Total Journal Articles 1 2 10 1,252 2 9 40 4,788
2 registered items for which data could not be found
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Statistics updated 2025-05-12