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 1,484
A Score Test for Seasonal Fractional Integration and Cointegration 0 0 0 0 0 1 1 218
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 0 83 0 0 0 312
Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models 0 0 0 70 0 0 0 216
Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan 0 0 4 362 0 3 13 1,110
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 187 0 0 0 901
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 2 324 0 0 2 1,055
Robustness of a semiparametric estimator of a copula 0 0 2 161 0 0 4 400
Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan 0 0 0 346 0 0 0 817
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 1,171
VARMA models for Malaysian Monetary Policy Analysis 0 0 0 171 0 0 3 493
Total Working Papers 0 0 8 2,071 0 4 24 8,337


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
Analysis of dependence in the G11 countries' financial markets: simulation and empirical evidence 0 0 0 15 0 0 0 131
Assessing dependence changes using nonparametric methods 0 0 0 9 0 0 0 46
Asymmetry in Okun's law 0 0 2 338 0 0 6 1,111
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 40 0 0 0 216
Long-Term Memory in Stock Market Returns: International Evidence 0 0 1 195 0 1 3 963
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 14 0 0 0 86
TESTING FOR PHILIPPINES RICE MARKET INTEGRATION: A MULTIPLE COINTEGRATION APPROACH 0 0 1 114 2 3 15 427
Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model 0 0 0 0 0 0 0 297
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 0 0 8 0 0 0 45
Testing for Temporal Asymmetry in the Price‐Volume Relationship 0 0 1 80 0 0 1 240
Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence 0 0 0 204 0 0 2 463
Testing for serial correlation in the presence of dynamic heteroscedasticity 0 0 0 35 0 1 1 160
The price-volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing 0 0 1 123 0 0 4 402
Total Journal Articles 0 0 6 1,253 2 5 32 4,883


Statistics updated 2023-03-10