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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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Forecasting recessions : can we do better on MARS?
Sephton, Peter S. - In: Review / Federal Reserve Bank of St. Louis 83 (2001) 2, pp. 39-49
Persistent link: https://www.econbiz.de/10001585220
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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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Threshold cointegration and asymmetries between dividends and earnings news
Sephton, Peter S. - In: Finance research letters 58 (2023) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10014584090
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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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Fractional integration in agricultural futures price volatilities revisited
Sephton, Peter S. - In: Agricultural economics : the journal of the … 40 (2009) 1, pp. 103-111
Persistent link: https://www.econbiz.de/10003817273
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Spatial market arbitrage and threshold cointegration
Sephton, Peter S. - In: American journal of agricultural economics 85 (2003) 4, pp. 1041-1046
Persistent link: https://www.econbiz.de/10001817260