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 0 3 3 5 226
A Score Test for Seasonal Fractional Integration and Cointegration 0 0 0 318 5 6 11 1,497
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 0 84 1 3 8 322
Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models 0 0 0 70 3 3 13 230
Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan 0 1 2 365 4 6 15 1,143
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 0 0 6 910
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 1 326 2 16 37 1,103
Robustness of a semiparametric estimator of a copula 0 0 0 169 3 3 14 431
Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan 0 0 0 347 0 1 10 828
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression 0 0 0 49 3 3 5 165
Testing for Serial Correlation in the of Dynamic Heteroscedasticity 0 0 0 0 8 9 15 1,187
VARMA models for Malaysian Monetary Policy Analysis 0 0 0 172 2 2 17 513
Total Working Papers 0 1 3 2,088 34 55 156 8,555

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 1 1 7 125
Asymmetry in Okun's law 0 1 6 353 6 9 27 1,165
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 4 6 13 235
Long-Term Memory in Stock Market Returns: International Evidence 0 0 0 196 0 0 6 973
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion 0 0 0 43 1 1 2 111
Nonnested testing for autocorrelation in the linear regression model 0 0 0 15 4 4 10 98
TESTING FOR PHILIPPINES RICE MARKET INTEGRATION: A MULTIPLE COINTEGRATION APPROACH 1 2 2 120 3 4 13 455
Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model 0 0 0 0 3 4 6 304
Testing for AR(p) against IMA(1, q) disturbances in the linear regression model 0 0 0 13 2 2 4 74
Testing for Seasonal Stability in Unemployment Series: International Evidence 0 0 0 8 1 2 11 57
Testing for Temporal Asymmetry in the Price‐Volume Relationship 0 0 0 81 1 1 6 250
Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence 0 0 0 206 0 3 11 483
Testing for serial correlation in the presence of dynamic heteroscedasticity 0 0 1 37 0 1 6 171
The price-volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing 0 0 0 126 1 2 5 414
Total Journal Articles 1 3 9 1,261 27 40 127 4,915
2 registered items for which data could not be found
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Statistics updated 2026-05-06