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  1. 1
    Unit root tests and structural breaks
    by Silvapulle, Paramsothy
    Published 1995
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  2. 2
    The effect of non-normal disturbances and conditional heteroscedasticity on multiple cointegration tests /
    by Silvapulle, Paramsothy
    Published 1995
    “…Discussion paper ;…”
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  3. 3
    Testing stationary nonnested short memory against long memory processes
    by Silvapulle, Paramsothy
    Published 1995
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  4. 4
    A Lagrange multiplier test for seasonal fractional integration
    by Silvapulle, Paramsothy
    Published 1995
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  5. 5
    A score test for seasonal fractional integration and cointegration
    by Silvapulle, Paramsothy
    Published 1996
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  6. 6
    Testing for nonlinearity in time series models
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  7. 7
    An empirical investigation of the relationships among real, monetary and financial variables : australian evidence
    by Hewarathna, A K Ramyalatha
    Published 1996
    “…Discussion paper…”
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  8. 8
    Testing for linear and nonlinear granger causality in the stock price-volume relation : Korean evidence
    by Silvapulle, Paramsothy
    Published 1997
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  9. 9
    Business cicle asymmetry and the stock market
    by Silvapulle, Paramsothy
    Published 1997
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  10. 10
    A comparison of Australian inflation forecasts
    by Hewarathna, Ramya
    Published 1997
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  11. 11
    Testing for ARCH in ARCH-in-mean model
    by Beg, A B M Rabiul Alam
    Published 1997
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  12. 12
    Forecasting inflation from the term structure of interest rates
    by Hewarathna, Ramya
    Published 1998
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  13. 13
    Finite sample properties of seasonal fractional integration tests
    by Banik, Shipra
    Published 1998
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  14. 14
    Long-term memory in stock market prices : international evidence
    by Sadique, Shibley
    Published 1998
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  15. 15
    Robust test against smooth transition autoregressive STAR models
    by Beg, A B M Rabiul Alam
    Published 1998
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  16. 16
    Testing for seasonal stability in unemployment series : international evidence
    “…Discussion paper…”
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