| Lack-of-fit testing of the conditional mean function in a class of Markov multiplicative error models HL Koul, I Perera, MJ Silvapulle Econometric Theory 28 (6), 1283-1312, 2012 | 20 | 2012 |
| Specification tests for multiplicative error models I Perera, MJ Silvapulle Econometric Theory 33 (2), 413-438, 2017 | 15 | 2017 |
| A goodness-of-fit test for a class of autoregressive conditional duration models I Perera, J Hidalgo, MJ Silvapulle Econometric Reviews 35 (6), 1111-1141, 2016 | 13 | 2016 |
| Fitting a two phase threshold multiplicative error model I Perera, HL Koul Journal of econometrics 197 (2), 348-367, 2017 | 10 | 2017 |
| Bootstrap based probability forecasting in multiplicative error models I Perera, MJ Silvapulle Journal of econometrics 221 (1), 1-24, 2021 | 9 | 2021 |
| Specification tests for GARCH processes G Cavaliere, I Perera, A Rahbek arXiv preprint arXiv:2105.14081, 2021 | 5* | 2021 |
| Construction and visualization of confidence sets for frequentist distributional forecasts D Harris, GM Martin, I Perera, DS Poskitt Journal of Computational and Graphical Statistics 28 (1), 92-104, 2019 | 4 | 2019 |
| Bootstrap specification tests for dynamic conditional distribution models I Perera, MJ Silvapulle Journal of Econometrics 235 (2), 949-971, 2023 | 2 | 2023 |
| Specification tests for time series models with GARCH-type conditional variance I Perera, MJ Silvapulle Available at SSRN 3141822, 2018 | 2 | 2018 |
| A class of minimum distance estimators in Markovian multiplicative error models HL Koul, I Perera, N Balakrishna Sankhya B 85 (Suppl 1), 87-115, 2023 | 1 | 2023 |
| A minimum distance lack-of-fit test in a markovian multiplicative error model HL Koul, I Perera Journal of Statistical Theory and Practice 15, 1-22, 2021 | 1 | 2021 |
| Construction and visualization of optimal confidence sets for frequentist distributional forecasts D Harris, GM Martin, I Perera, DS Poskitt arXiv preprint arXiv:1708.02234, 2017 | | 2017 |
| SUPPLEMENTARY MATERIAL ON “SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS” I Perera, MJ Silvapulle | | |
| Lack-of-fit testing of the conditional mean function in a class of Markov duration models HL Koul, I Perera, MJ Silvapulle | | |
