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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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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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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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Cointegration Tests on MARS
Sephton, Peter S. - In: Computational economics 7 (1994) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10007087237