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Raghavan, Mala [Author]; Athanasopoulos, George [Author]; Silvapulle, Paramsothy [Author]

VARMA models for Malaysian monetary policy analysis

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Clayton: Dep. of Econometrics and Business Statistics, Univ. of Monash, 2009

Published in: Monash University: Working paper ; 2009,600
Sopitpongstorn, Nithi [Author]; Silvapulle, Paramsothy [Author]; Gao, Jiti [Author]

Local logit regression for recovery rate

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Victoria: Monash University, Department of Econometrics and Business Statistics, November 2017

Published in: Monash University: Working paper ; 2017,19
Hannadige, Sium Bodha [Author]; Gao, Jiti [Author]; Silvapulle, Mervyn J. [Author]; Silvapulle, Paramsothy [Author]

Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors

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2024

Published in: Journal of business & economic statistics ; 42(2024), 1, Seite 122-134
Hannadige, Sium Bodha [Author]; Gao, Jiti [Author]; Silvapulle, Mervyn J. [Author]; Silvapulle, Paramsothy [Author]

Time series forecasting using a mixture of stationary and nonstationary predictors

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[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, April 2021

Published in: Monash University: Working paper ; 2021,6
Hannadige, Sium Bodha [Author]; Gao, Jiti [Author]; Silvapulle, Mervyn J. [Author]; Silvapulle, Paramsothy [Author]

Forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors

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[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2020

Published in: Monash University: Working paper ; 2020,19
Mao, Yufeng [Author]; Peng, Bin [Author]; Silvapulle, Mervyn J. [Author]; Silvapulle, Paramsothy [Author]; Yang, Yanrong [Author]

Decomposition of bilateral trade flows using a three-dimensional panel data model

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[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2021

Published in: Monash University: Working paper ; 2021,7
Bailey, Natalia [Author]; Hochman, Zvi [Author]; Mao, Yufeng [Author]; Silvapulle, Mervyn J. [Author]; Silvapulle, Paramsothy [Author]

Statistical modelling and forecast evaluation of the impact of extreme temperatures on wheat crops in North Western Victoria

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[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2020

Published in: Monash University: Working paper ; 2020,18
Paramsothy Silvapulle

Testing for seasonal fractional integration in quarterly time series

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2007

Published in: Statistica, 62 (2007) 4, Seite 633-646
Silvapulle, Paramsothy

A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION

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Informa UK Limited, 2001

Published in: Econometric Reviews, 20 (2001) 1, Seite 85-104
Silvapulle, Paramsothy

Testing for ar(1) against ima(1,1) disturbances in the linear regression model

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Informa UK Limited, 1994

Published in: Communications in Statistics - Theory and Methods, 23 (1994) 3, Seite 701-720
Silvapulle, Paramsothy

Testing for AR(p) against IMA(1, q) disturbances in the linear regression model

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Elsevier BV, 1992

Published in: Economics Letters, 40 (1992) 3, Seite 257-261
Silvapulle, Mervyn J.; Silvapulle, Paramsothy

Tests against Inequality Constraints When Some Nuisance Parameters Are Present Only under the Alternative: Test of ARCH in ARCH-M Models

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American Statistical Association, 2001

Published in: Journal of Business & Economic Statistics, 19 (2001) 2, Seite 245-253
SILVAPULLE, PARAMSOTHY SILVAPULLE, MERVYN JOSEP

Business cycle asymmetry and the stock market

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Informa UK Limited, 1999

Published in: Applied Financial Economics, 9 (1999) 1, Seite 109-115
Silvapulle, Mervyn J.; Silvapulle, Paramsothy

A Score Test against One-Sided Alternatives

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Informa UK Limited, 1995

Published in: Journal of the American Statistical Association, 90 (1995) 429, Seite 342-349
Silvapulle, Mervyn J.; Silvapulle, Paramsothy

A Score Test Against One-Sided Alternatives

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JSTOR, 1995

Published in: Journal of the American Statistical Association, 90 (1995) 429, Seite 342
Silvapulle, Mervyn J.; Silvapulle, Paramsothy

A Score Test Against One-Sided Alternatives

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American Statistical Association, 1995

Published in: Journal of the American Statistical Association, 90 (1995) 429, Seite 342-349
Silvapulle, Paramsothy; Lee, John

Robustness of the arch tests in the presence of serial correlation

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Informa UK Limited, 1997

Published in: Communications in Statistics - Simulation and Computation, 26 (1997) 2, Seite 649-669
Silvapulle, Paramsothy; Evans, Merran

Testing for serial correlation in the presence of dynamic heteroscedasticity

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Informa UK Limited, 1998

Published in: Econometric Reviews, 17 (1998) 1, Seite 31-55
Kim, Gunky; Silvapulle, Mervyn J.; Silvapulle, Paramsothy

SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS

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Wiley, 2007

Published in: Australian & New Zealand Journal of Statistics, 49 (2007) 3, Seite 321-336
Silvapulle, Paramsothy; King, Maxwell L.

Nonnested testing for autocorrelation in the linear regression model

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Elsevier BV, 1993

Published in: Journal of Econometrics, 58 (1993) 3, Seite 295-314

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