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	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	0	1	1	217
Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan	0	0	1	363	1	3	14	1,130
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	0	1	9	1,066
Robustness of a semiparametric estimator of a copula	0	0	3	169	0	1	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	1	2	4	498
Total Working Papers	0	0	7	2,085	2	8	41	8,403

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	0	1	1	119
Asymmetry in Okun's law	2	4	10	350	4	10	23	1,147
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach	0	0	0	41	0	1	3	223
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	0	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	0	4	244
Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence	0	0	0	206	1	1	2	473
Testing for serial correlation in the presence of dynamic heteroscedasticity	0	0	0	36	0	1	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	0	2	409
Total Journal Articles	2	4	12	1,255	5	14	48	4,800

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Statistics updated 2025-07-04