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Exchange rates and fractional integration revisited
Sephton, Peter S. - In: Applied financial economics letters 4 (2008) 4/6, pp. 383-387
Persistent link: https://www.econbiz.de/10003808147
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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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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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Finite sample critical values of the generalized KPSS stationarity test
Sephton, Peter S. - In: Computational economics 50 (2017) 1, pp. 161-172
Persistent link: https://www.econbiz.de/10011762226
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On the finite sample size and power of the generallized KPSS test in the presence of level breaks
Sephton, Peter S. - In: Applied economics letters 15 (2008) 10/12, pp. 833-843
Persistent link: https://www.econbiz.de/10003785755
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Critical values of the augmented fractional Dickey-Fuller test
Sephton, Peter S. - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 437-450
Persistent link: https://www.econbiz.de/10003776707
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Critical values for the augmented efficient Wald test for fractional unit roots
Sephton, Peter S. - In: Empirical economics : a journal of the Institute for … 37 (2009) 3, pp. 615-626
Persistent link: https://www.econbiz.de/10003900971
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Response surface estimates of the KPSS stationarity test
Sephton, Peter S. - In: Economics letters 47 (1995) 3, pp. 255-261
Persistent link: https://www.econbiz.de/10001178228
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Modelling the link between commodity prices and exchange rates : the tale of daily data
Sephton, Peter S. - In: The Canadian journal of economics 25 (1992) 1, pp. 156-171
Persistent link: https://www.econbiz.de/10001123898
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Relative prices and money : some Canadian evidence
Sephton, Peter S. - In: Canadian journal of agricultural economics : CJAE 37 (1989) 2, pp. 269-278
Persistent link: https://www.econbiz.de/10001074016