Indeewara Perera

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary Journal of Business and Economic Statistics	2024-03-06	Paper
A class of minimum distance estimators in Markovian multiplicative error models Sankhyā. Series B	2023-06-30	Paper
Bootstrap specification tests for dynamic conditional distribution models Journal of Econometrics	2023-06-29	Paper
A goodness-of-fit test for a class of autoregressive conditional duration models Econometric Reviews	2022-06-03	Paper
A minimum distance lack-of-fit test in a Markovian multiplicative error model Journal of Statistical Theory and Practice	2021-11-09	Paper
Bootstrap based probability forecasting in multiplicative error models Journal of Econometrics	2021-02-04	Paper
Specification tests for multiplicative error models Econometric Theory	2017-05-16	Paper
Fitting a two phase threshold multiplicative error model Journal of Econometrics	2017-03-10	Paper
Lack-of-fit testing of the conditional mean function in a class of Markov multiplicative error models Econometric Theory	2014-02-24	Paper

Research outcomes over time

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