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Breaking deterministics, test size and the efficient Wald test for fractional unit roots
Sephton, Peter S. - In: Applied economics letters 19 (2012) 1/3, pp. 83-85
Persistent link: https://www.econbiz.de/10009412684
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Who cut the cheese?
Sephton, Peter S. - In: Applied economics letters 18 (2011) 1/3, pp. 7-10
Persistent link: https://www.econbiz.de/10009230356
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Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: Applied economics letters 22 (2015) 4/6, pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
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Forecasting inflation using the term structure and MARS
Sephton, Peter S. - In: Applied economics letters 12 (2005) 4, pp. 199-202
Persistent link: https://www.econbiz.de/10002698681
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Fractional integration and nonlinear deterministic trends in the analysis of time series data
Gil-Alaña, Luis A.; Carcel, Hector - In: Applied economics letters 24 (2017) 13/15, pp. 991-994
Persistent link: https://www.econbiz.de/10011716504