Projects per year
Personal profile
Biography
Mervyn J Silvapulle is a Professor in the Department of Econometrics and Business Statistics.
His academic qualifications include B.Sc.(Honours) in mathematics, and Ph.D. in statistics. His broad research interest is econometric and statistical methodology. His current research interests include constrained statistical inference, GARCH models, and extreme value theory. In the past, he has also researched in other areas, including robust statistics, generalized linear models, ridge regression, and minimum distance methods of inference.
He has served as editor (theory and methods) of the Australian and New Zealand Journal of Statistics, guest editor for a special issue of the Journal of Statistical Planning and Inference on constrained statistical inference, guest editor for a collections volume published by the Institute of Mathematical Statistics, associate editor for the Journal of Statistical Planning and Inference, and associate editor for Sankhya
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
Statistics, Ph.D., Minimum omega squared method of estimation, Australian National University (ANU)
Award Date: 2 Sept 1982
Research area keywords
- Constrained Statistical Inference
- GARCH Model
- Extreme Value Theory
Collaborations and top research areas from the last five years
Projects
- 3 Finished
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Robust methods for heteroscedastic regression models for time series
Silvapulle, M. (Primary Chief Investigator (PCI)), La Vecchia, D. (Chief Investigator (CI)) & Hallin, M. (Partner Investigator (PI))
ARC - Australian Research Council, Monash University, Universität St. Gallen (University of St Gallen), European Centre for Advanced Research in Economics and Statistics
1/01/15 → 16/12/22
Project: Research
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Non-parametric estimation of forecast distributions in non-Gaussian state space models
Martin, G. (Primary Chief Investigator (PCI)), Forbes, C. (Chief Investigator (CI)), Silvapulle, M. (Chief Investigator (CI)) & McCabe, B. (Partner Investigator (PI))
ARC - Australian Research Council
1/01/09 → 31/12/12
Project: Research
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New approaches for testing in nonlinear models
Silvapulle, P. (Primary Chief Investigator (PCI)), Anderson, H. (Chief Investigator (CI)) & Silvapulle, M. (Chief Investigator (CI))
ARC - Australian Research Council, Australian National University (ANU)
1/08/06 → 31/12/09
Project: Research
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Impact of climate change on agriculture in Australia: an interactive fixed effects model approach
Bailey, N., Hochman, Z., Mao, Y., Silvapulle, M. & Silvapulle, P., 2025, In: Applied Economics. 57, 43, p. 6901-6914 14 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile3 Citations (Scopus) -
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, S. B., Gao, J., Silvapulle, M. J. & Silvapulle, P., 2024, In: Journal of Business and Economic Statistics. 42, 1, p. 122-134 13 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
Bootstrap specification tests for dynamic conditional distribution models
Perera, I. & Silvapulle, M. J., Aug 2023, In: Journal of Econometrics. 235, 2, p. 949-971 23 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile1 Citation (Scopus) -
A new structural break test for panels with common factors
Zhu, H., Sarafidis, V. & Silvapulle, M. J., Jan 2020, In: Econometrics Journal. 23, 1, p. 137-155 19 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile9 Citations (Scopus) -
Testing for jumps and jump intensity path dependence
Corradi, V., Silvapulle, M. J. & Swanson, N. R., Jun 2018, In: Journal of Econometrics. 204, 2, p. 248-267 20 p.Research output: Contribution to journal › Article › Research › peer-review
15 Citations (Scopus)