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 0 0 2 223
A Score Test for Seasonal Fractional Integration and Cointegration 0 0 0 318 0 4 6 1,492
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 0 84 1 6 7 321
Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models 0 0 0 70 0 4 11 227
Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan 1 1 2 365 2 5 12 1,139
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 0 2 6 910
Nonlinear Modelling of Purchasing Power Parity in Indonesia 0 0 1 326 6 27 36 1,101
Robustness of a semiparametric estimator of a copula 0 0 0 169 0 3 12 428
Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan 0 0 0 347 0 3 10 828
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression 0 0 0 49 0 1 2 162
Testing for Serial Correlation in the of Dynamic Heteroscedasticity 0 0 0 0 0 4 7 1,179
VARMA models for Malaysian Monetary Policy Analysis 0 0 0 172 0 2 15 511
Total Working Papers 1 1 3 2,088 9 61 126 8,521

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 2 6 124
Asymmetry in Okun's law 1 2 7 353 1 7 22 1,159
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 2 4 9 231
Long-Term Memory in Stock Market Returns: International Evidence 0 0 0 196 0 2 6 973
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion 0 0 0 43 0 0 1 110
Nonnested testing for autocorrelation in the linear regression model 0 0 0 15 0 0 6 94
TESTING FOR PHILIPPINES RICE MARKET INTEGRATION: A MULTIPLE COINTEGRATION APPROACH 0 1 1 119 0 6 10 452
Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model 0 0 0 0 0 2 3 301
Testing for AR(p) against IMA(1, q) disturbances in the linear regression model 0 0 0 13 0 1 2 72
Testing for Seasonal Stability in Unemployment Series: International Evidence 0 0 0 8 0 5 10 56
Testing for Temporal Asymmetry in the Price‐Volume Relationship 0 0 0 81 0 3 5 249
Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence 0 0 0 206 1 7 11 483
Testing for serial correlation in the presence of dynamic heteroscedasticity 0 0 1 37 1 2 7 171
The price-volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing 0 0 0 126 1 1 4 413
Total Journal Articles 1 3 9 1,260 6 42 102 4,888
2 registered items for which data could not be found
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Statistics updated 2026-04-09