← All authors Mervyn J. Silvapulle Australian National University (from arXiv:2101.06805, 2021) · ORCID · OpenAlex
52 papers in scope · 51 published · 1 on the econ.EM arXiv · 1,481 citations · h-index 17 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Markus Pelger Ruoxuan Xiong Ercument Cahan Qihui Chen Jushan Bai Param Silvapulle Yufeng Mao Serena Ng Alessio Brini Stéphane Guerrier Gaetan Bakalli Junting Duan Ekaterina Seregina Matteo Barigozzi Mohsen Bayati Olivier Scaillet Mehmet Giray Ogut Thomas M. Schmelzer Stephen Boyd Kasper Johansson Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 52)
Impact of climate change on agriculture in Australia: an interactive fixed effects model approach
published 2024 · Applied Economics · 4 citations
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors
published 2023 · Journal of Business and Economic Statistics · 6 citations · first circulated 2020
Bootstrap specification tests for dynamic conditional distribution models
published 2022 · Journal of Econometrics · 3 citations
with Indeewara Perera
working paper 2021 · arXiv
Bootstrap based probability forecasting in multiplicative error models
published 2020 · Journal of Econometrics · 15 citations
with Indeewara Perera
A new structural break test for panels with common factors
published 2019 · Econometrics Journal · 12 citations
Testing for jumps and jump intensity path dependence
published 2018 · Journal of Econometrics · 25 citations · first circulated 2015
with Valentina Corradi, Norman R. Swanson
SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS
published 2016 · Econometric Theory · 17 citations
with Indeewara Perera
A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models
published 2014 · Econometric Reviews · 17 citations
Restricted Maximum Likelihood Inference
published 2014 · Wiley StatsRef: Statistics Reference Online · 1 citations · first circulated 2005
A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock–bond portfolios
published 2014 · Economic Modelling · 7 citations · first circulated 2013
Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval
published 2014 · Econometric Reviews · 3 citations
LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS
published 2012 · Econometric Theory · 20 citations
with Hira L. Koul, Indeewara Perera
A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions
published 2012 · Journal of Statistical Planning and Inference
with С.Г. Литвинова
An Akaike-type information criterion for model selection under inequality constraints
published 2011 · Biometrika · 46 citations
with Rebecca M. Kuiper, Herbert Hoijtink
Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models
published 2011 · Econometric Reviews · 1 citations
with Kulan Ranasinghe
U -tests for variance components in one-way random effects models
published 2008 · Collections · 5 citations
with Juvêncio S. Nobre, Júlio M. Singer
Pranab Kumar Sen: Life and works
published 2008 · Collections · 2 citations
with N. Balakrishnan, Edsel A. Peña
SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS
published 2007 · Australian & New Zealand Journal of Statistics · 11 citations
with Gunky Kim, Paramsothy Silvapulle
Estimating the error distribution in multivariate heteroscedastic time-series models
published 2007 · Journal of Statistical Planning and Inference · 11 citations
with Gunky Kim, Paramsothy Silvapulle
Comparison of semiparametric and parametric methods for estimating copulas
published 2006 · Computational Statistics & Data Analysis · 335 citations
with Gunky Kim, Paramsothy Silvapulle
Asymmetry in Okun's law
published 2004 · Canadian Journal of Economics/Revue canadienne d économique · 5 citations
Testing for Temporal Asymmetry in the Price‐Volume Relationship
published 2003 · Bulletin of Economic Research · 2 citations
An appraisal of some aspects of statistical inference under inequality constraints
published 2002 · Journal of Statistical Planning and Inference · 51 citations
with Pranab Kumar Sen
Tests against inequality constraints in semiparametric models
published 2002 · Journal of Statistical Planning and Inference · 9 citations
with Paramsothy Silvapulle, I. V. Basawa
Preface
published 2002 · Journal of Statistical Planning and Inference · 5 citations
with Richard L. Dykstra, Tim Robertson
Robust Tests Against Smooth Transition Autoregressive Models
published 2002 · Journal of Statistical Computation and Simulation
with A. B. M. Rabiul Alam Beg, Paramsothy Silvapulle
Tests Against Qualitative Interaction: Exact Critical Values and Robust Tests
published 2001 · Biometrics · 28 citations
Tests Against Inequality Constraints When Some Nuisance Parameters Are Present Only Under the Alternative
published 2001 · Journal of Business and Economic Statistics · 12 citations
with A. B. M. Rabiul Alam Beg, Paramsothy Silvapulle
Testing for Asymmetry in the Relationship between the Malaysian Business Cycle and the Stock Market
published 1999 · Quarterly journal of business and economics · 1 citations · first circulated 1997
no link
On order restricted inference in some mixed linear models
published 1997 · Statistics & Probability Letters · 11 citations
A Test in the Presence of Nuisance Parameters
published 1997 · Journal of the American Statistical Association
A Curious Example Involving the Likelihood Ratio Test against One-Sided Hypotheses
published 1997 · The American Statistician · 18 citations
A Test in the Presence of Nuisance Parameters
published 1996 · Journal of the American Statistical Association · 55 citations
Robust bounded influence tests against one-sided hypotheses in general parametric models
published 1996 · Statistics & Probability Letters · 3 citations
On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights
published 1996 · Statistics & Probability Letters · 15 citations
A Score Test against One-Sided Alternatives
published 1995 · Journal of the American Statistical Association · 129 citations
with Paramsothy Silvapulle
Robust tests in group sequential analysis: One-and two-sided hypotheses in the linear model
published 1993 · Annals of the Institute of Statistical Mathematics · 5 citations
with Pranab Kumar Sen
On M-methods in growth curve analysis with asymmetric errors
published 1992 · Journal of Statistical Planning and Inference · 7 citations
Robust Wald-Type Tests of One-Sided Hypotheses in the Linear Model
published 1992 · Journal of the American Statistical Association · 44 citations
Robust tests of inequality constraints and one-sided hypotheses in the linear model
published 1992 · Biometrika · 20 citations
ROBUST RIDGE REGRESSION BASED ON AN M‐ESTIMATOR
published 1991 · Australian Journal of Statistics · 72 citations
On Limited Dependent Variable Models: Maximum Likelihood Estimation and Test of One-sided Hypothesis
published 1991 · Econometric Theory · 9 citations
An examiniation of criticisms of ridge regression simulation methodology
published 1989 · Communications in Partial Differential Equations
Ridge estimation in logistic regression
published 1988 · Communications in Statistics - Simulation and Computation · 87 citations
with A. H. Lee
On the symmetry of m-estimators computed by the huber-dutter algorithm
published 1988 · Communication in Statistics-Theory and Methods · 2 citations
Existence of Maximum Likelihood Estimates in Regression Models for Grouped and Ungrouped Data
published 1986 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 46 citations
with J. Burridge
A note on some conditions for optimality of certain ridge estimators
published 1986 · Communication in Statistics-Theory and Methods
Asymptotic Behavior of Robust Estimators of Regression and Scale Parameters with Fixed Carriers
published 1985 · The Annals of Statistics · 33 citations
An examination of criticisms of ridge regression simulation methodology
published 1985 · Communications in Statistics - Simulation and Computation · 3 citations
On the Existence of Maximum Likelihood Estimators for the Binomial Response Models
published 1981 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 245 citations
Minimum mean squared estimation of location and scale parameters under misspecification of the model
published 1981 · Biometrika · 23 citations
with C. R. Heathcote
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