Yazar
Paramsothy Silvapulle
3 cilt bulundu.
Cilt sonuçları
The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests
Paramsothy Silvapulle · La Trobe University, Schools of Economics and Commerce
19 sayfa · 1995
Cointegration / Econometrics
A Lagrange multiplier test for seasonal fractional integration
Paramsothy Silvapulle · La Trobe University, Schools of Economics and Commerce
13 sayfa · 1995
Fractional integrals / Time-series analysis / Multiplier (Economics) / Econometrics
Testing stationary nonnested short memory against long memory processes
Paramsothy Silvapulle · La Trobe University, Schools of Economics and Commerce
15 sayfa · 1996
Economics, Mathematical / Mathematical Economics / Regression analysis / Statistical hypothesis testing / Time-series analysis