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Paramsothy Silvapulle

3 books found

Books by Paramsothy Silvapulle
The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration testsParamsothy Silvapulle
⏱ 19m

The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests

Paramsothy Silvapulle

199519 pp.
A Lagrange multiplier test for seasonal fractional integrationParamsothy Silvapulle
⏱ 13m

A Lagrange multiplier test for seasonal fractional integration

Paramsothy Silvapulle

199513 pp.
Testing stationary nonnested short memory against long memory processesParamsothy Silvapulle
⏱ 15m

Testing stationary nonnested short memory against long memory processes

Paramsothy Silvapulle

199615 pp.