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Fractional integration in agri...
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Sephton, Peter S.
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Sephton, P. S.
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ECONIS (ZBW)
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Market shares and rivalry in the US cigarette industry
Sephton, Peter S.
- In:
Applied economics letters
15
(
2008
)
4/6
,
pp. 417-422
Persistent link: https://www.econbiz.de/10003727446
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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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On the empirical size of Nielsen's multivariate likelihood ratio test of fractional integration
Sephton, Peter S.
- In:
Applied economics
42
(
2010
)
13/15
,
pp. 1671-1679
Persistent link: https://www.econbiz.de/10008737342
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4
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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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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Fractional cointegration : Monte Carlo estimates of critical values, with an application
Sephton, Peter S.
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 331-335
Persistent link: https://www.econbiz.de/10001688803
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Prostate cancer : a new brunswick tale
Sephton, Peter S.
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 663-667
Persistent link: https://www.econbiz.de/10003854742
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Consumer spending and customer satisfaction : untying the knot
Sephton, Peter S.
- In:
Economics research international
(
2012
),
pp. 1-7
Persistent link: https://www.econbiz.de/10010349628
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10
Predicting the equity premium with dividend ratios : a matter of balance
Sephton, Peter S.
- In:
Applied economics letters
12
(
2005
)
3
,
pp. 145-147
Persistent link: https://www.econbiz.de/10002621313
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