Research output per year
Research output per year
Research output
- 5 Article
Search results
-
2023
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., 2023, (Accepted/In press) In: Journal of Business and Economic Statistics. 13 p.Research output: Contribution to journal › Article › Research › peer-review
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2020
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
6 Citations (Scopus) -
2017
Specification tests for multiplicative error models
Perera, I. & Silvapulle, M. J., 1 Apr 2017, In: Econometric Theory. 33, 2, p. 413-438 26 p.Research output: Contribution to journal › Article › Research › peer-review
11 Citations (Scopus) -
2016
A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, I., Hidalgo, J. & Silvapulle, M. J., 2016, In: Econometric Reviews. 35, 6, p. 1111 - 1141 31 p.Research output: Contribution to journal › Article › Research › peer-review
12 Citations (Scopus) -
Stable asymptotics for M-estimators
La Vecchia, D., 1 Aug 2016, In: International Statistical Review. 84, 2, p. 267-290 24 p.Research output: Contribution to journal › Article › Research › peer-review
2 Citations (Scopus)