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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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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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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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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 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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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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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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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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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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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