Paresh Kumar Narayan

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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!

PublicationDate of PublicationType
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
Journal of Business and Economic Statistics
2024-03-06Paper
Panel data measures of price discovery
Econometric Reviews
2022-06-09Paper
A new unit root test with two structural breaks in level and slope at unknown time
Journal of Applied Statistics
2020-09-29Paper
Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series
Communications in Statistics. Simulation and Computation
2015-06-24Paper
Do shocks to G7 stock prices have a permanent effect? Evidence from panel unit root tests with structural change
Mathematics and Computers in Simulation
2008-04-28Paper
The behaviour of US stock prices: Evidence from a threshold autoregressive model
Mathematics and Computers in Simulation
2006-05-16Paper


Research outcomes over time


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