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 1 317 0 0 6 1,477
A Score Test for Seasonal Fractional Integration and Cointegration 0 0 0 0 0 0 5 211
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 0 83 0 0 6 310
Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models 0 0 0 70 0 0 0 209
Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan 0 1 2 354 1 2 15 1,078
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 187 0 2 11 883
Nonlinear Modelling of Purchasing Power Parity in Indonesia 2 2 3 320 2 2 8 1,043
Robustness of a semiparametric estimator of a copula 1 1 2 158 3 5 11 389
Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan 0 0 1 342 0 1 7 802
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression 0 0 1 49 0 2 7 155
Testing for Serial Correlation in the of Dynamic Heteroscedasticity 0 0 0 0 0 0 0 1,168
VARMA models for Malaysian Monetary Policy Analysis 0 0 2 168 0 1 12 477
Total Working Papers 3 4 12 2,048 6 15 88 8,202


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 1 6 107
Analysis of dependence in the G11 countries' financial markets: simulation and empirical evidence 0 0 0 13 0 0 1 123
Assessing dependence changes using nonparametric methods 0 0 0 9 1 1 1 45
Asymmetry in Okun's law 1 4 9 327 1 7 25 1,075
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 1 2 38 0 4 6 208
Long-Term Memory in Stock Market Returns: International Evidence 0 1 1 192 0 1 3 944
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion 0 0 0 43 0 0 1 108
Nonnested testing for autocorrelation in the linear regression model 0 0 0 14 0 0 1 85
TESTING FOR PHILIPPINES RICE MARKET INTEGRATION: A MULTIPLE COINTEGRATION APPROACH 0 5 10 88 10 28 51 243
Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model 0 0 0 0 0 1 2 292
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 1 8 0 0 3 42
Testing for Temporal Asymmetry in the Price-Volume Relationship 0 0 0 78 0 0 0 233
Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence 0 0 1 200 2 4 10 450
Testing for serial correlation in the presence of dynamic heteroscedasticity 0 0 0 35 0 0 4 158
The price-volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing 0 0 0 122 0 1 5 389
Total Journal Articles 1 11 24 1,202 14 48 119 4,571


Statistics updated 2020-05-04