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Paramsothy Silvapulle

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

by Paramsothy Silvapulle First published in 1995
1 edition

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$Cover of: A Lagrange multiplier test for seasonal fractional integration$

A Lagrange multiplier test for seasonal fractional integration

by Paramsothy Silvapulle First published in 1995
1 edition

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Testing stationary nonnested short memory against long memory processes

by Paramsothy Silvapulle First published in 1996
1 edition

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OLID: OL418096A

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