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Response surface estimates of the KPSS stationarity test

Sephton, Peter S. - In: Economics Letters 47 (1995) 3-4, pp. 255-261

Persistent link: https://www.econbiz.de/10005355796

Spatial Arbitrage in Sarawak Pepper Prices

Sephton, Peter S. - In: Canadian Journal of Agricultural Economics/Revue … 59 (2011) 3, pp. 405-416

Persistent link: https://www.econbiz.de/10009246114

Spatial Market Arbitrage and Threshold Cointegration

Sephton, Peter S. - In: American Journal of Agricultural Economics 85 (2003) 4, pp. 1041-1046

Goodwin and Piggott reported that corn and soybean prices in spatially separated markets in North Carolina exhibited threshold cointegration and that commodity prices in different markets may persistently diverge. Here, a multivariate approach is used to test for threshold cointegration and...

Persistent link: https://www.econbiz.de/10009392593

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/10008325648

Persistence in U.S. State Unemployment Rates

Sephton, Peter S. - In: Southern economic journal 76 (2009) 2, pp. 458-466

Persistent link: https://www.econbiz.de/10008329381

Optimal hedge ratios at the Winnipeg Commodity Exchange

Sephton, Peter S. - In: The Canadian journal of economics 26 (1993) 1, pp. 175-193

Persistent link: https://www.econbiz.de/10005917140

Cointegration Tests on MARS

Sephton, Peter S. - In: Computational economics 7 (1994) 1, pp. 23-36

Persistent link: https://www.econbiz.de/10007087237

Spatial Market Arbitrage and Threshold Cointegration

Sephton, Peter S. - 2010

Goodwin and Piggott reported that corn and soybean prices in spatially separated markets in North Carolina exhibited threshold cointegration and that commodity prices in different markets may persistently diverge. Here, a multivariate approach is used to test for threshold cointegration and...

Persistent link: https://www.econbiz.de/10014074970

A note on the efficiency of the London metal exchange

Sephton, Peter S.; Cochrane, Donald K. - In: Economics Letters 33 (1990) 4, pp. 341-345

Persistent link: https://www.econbiz.de/10005287945

Easyreg: version 1.12

Sephton, Peter S. - In: Journal of Applied Econometrics 13 (1998) 2, pp. 203-207

Persistent link: https://www.econbiz.de/10005823614

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