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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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Unit roots and purchasing power parity : another kick at the can
Sephton, Peter S. - In: Applied economics 42 (2010) 25/27, pp. 3439-3453
Persistent link: https://www.econbiz.de/10008749276
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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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Persistence in US state unemployment rates
Sephton, Peter S. - In: Southern economic journal 76 (2009) 2, pp. 458-466
Persistent link: https://www.econbiz.de/10003903165
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Finite sample lag adjusted critical values of the ADF-GLS test
Sephton, Peter S. - In: Computational economics 59 (2022) 1, pp. 177-183
Persistent link: https://www.econbiz.de/10013168958
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Finite sample lag adjusted critical values and probability values for the fourier wavelet unit root test
Sephton, Peter S. - In: Computational economics 64 (2024) 2, pp. 693-705
Persistent link: https://www.econbiz.de/10015078056
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A note on CO2 emissions using two new tests
Sephton, Peter S.; Omay, Tolga - In: Empirica : journal of european economics 50 (2023) 4, pp. 933-941
Persistent link: https://www.econbiz.de/10014420217