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Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test

Computational Economics
2024-08 | Journal article
Contributors: Peter S. Sephton
Source: check_circle
Crossref

Threshold cointegration and asymmetries between dividends and earnings news

Finance Research Letters
2023-12 | Journal article
Contributors: Peter Sephton
Source: check_circle
Crossref

A note on CO2 emissions using two new tests

Empirica
2023-11 | Journal article
Contributors: Peter Sephton; Tolga Omay
Source: check_circle
Crossref

Further evidence of mean reversion in CO2 emissions

World Development Sustainability
2022 | Journal article
Contributors: Peter S. Sephton
Source: check_circle
Crossref

Revisiting the inflation-hedging properties of precious metals in Africa

Resources Policy
2022-08 | Journal article
Contributors: Peter S. Sephton
Source: check_circle
Crossref

Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test

Computational Economics
2022-01 | Journal article
Contributors: Peter S. Sephton
Source: check_circle
Crossref

Mean Reversion in CO<inf>2</inf> Emissions: the Need for Structural Change

Environmental and Resource Economics
2020 | Journal article
EID:

2-s2.0-85082752927

Part of ISBN:

15731502 09246460

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

A (negative) replication of ‘The relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countries’ (Energy Economics, 2000)

Energy Economics
2019 | Journal article
EID:

2-s2.0-85048454368

Contributors: Mann, J.; Sephton, P.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

El Niño, La Niña, and a cup of Joe

Energy Economics
2019 | Journal article
EID:

2-s2.0-85071578842

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Gold and crude oil prices after the great moderation

Energy Economics
2018 | Journal article
EID:

2-s2.0-85043764056

Contributors: Sephton, P.; Mann, J.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Finite Sample Critical Values of the Generalized KPSS Stationarity Test

Computational Economics
2017 | Journal article
EID:

2-s2.0-84982290184

Contributors: Sephton, P.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom

Environmental and Resource Economics
2016 | Journal article
EID:

2-s2.0-84919935027

Contributors: Sephton, P.; Mann, J.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Global relationships across crude oil benchmarks

Journal of Commodity Markets
2016 | Journal article
EID:

2-s2.0-84994754030

Contributors: Mann, J.; Sephton, P.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets

Empirical Economics
2015 | Journal article
EID:

2-s2.0-84942499951

Contributors: Sephton, P.; Mann, J.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Further evidence of an Environmental Kuznets Curve in Spain

Energy Economics
2013 | Journal article
EID:

2-s2.0-84873262193

Contributors: Sephton, P.; Mann, J.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Breaking deterministics, test size and the efficient wald test for fractional unit roots

Applied Economics Letters
2012 | Journal article
EID:

2-s2.0-80051814769

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

A comparison of hedging strategies and effectiveness for storable and non-storable commodities

Agricultural Economics: New Research
2011 | Book
EID:

2-s2.0-84895333225

Contributors: Mann, J.; Sephton, P.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Spatial Arbitrage in Sarawak Pepper Prices

Canadian Journal of Agricultural Economics
2011 | Journal article
EID:

2-s2.0-79961001275

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Who cut the cheese?

Applied Economics Letters
2011 | Journal article
EID:

2-s2.0-78650574559

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

On the empirical size of Nielsen's multivariate likelihood ratio test of fractional integration

Applied Economics
2010 | Journal article
EID:

2-s2.0-77953119348

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Unit roots and purchasing power parity: Another kick at the can

Applied Economics
2010 | Journal article
EID:

2-s2.0-77957352543

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Critical values for the augmented efficient Wald test for fractional unit roots

Empirical Economics
2009 | Journal article
EID:

2-s2.0-70350651568

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Critical values of the augmented fractional Dickey-Fuller test

Empirical Economics
2008 | Journal article
EID:

2-s2.0-56049105150

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Exchange rates and fractional integration revisited

Applied Financial Economics Letters
2008 | Journal article
EID:

2-s2.0-54249099941

Contributors: Sephton, P.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Market shares and rivalry in the U.S. cigarette industry

Applied Economics Letters
2008 | Journal article
EID:

2-s2.0-42549133252

Contributors: Sephton, P.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

On the finite sample size and power of the generalized KPSS test in the presence of level breaks

Applied Economics Letters
2008 | Journal article
EID:

2-s2.0-52049121328

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Forecasting inflation using the term structure and MARS

Applied Economics Letters
2005 | Journal article
EID:

2-s2.0-16644363070

Contributors: Sephton, P.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Predicting the equity premium with dividend ratios: A matter of balance

Applied Economics Letters
2005 | Journal article
EID:

2-s2.0-14844351979

Contributors: Sephton, P.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Spatial market arbitrage and threshold cointegration

American Journal of Agricultural Economics
2003 | Journal article
EID:

2-s2.0-0344586720

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Fractional cointegration: Monte Carlo estimates of critical values, with an application

Applied Financial Economics
2002 | Journal article
EID:

2-s2.0-0036239096

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

GARCH and MARKOV hedging at the Winnipeg commodity exchange

Canadian Journal of Agricultural Economics
1998 | Journal article
EID:

2-s2.0-0032334575

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Extended critical values for a simple test of cointegration

Applied Economics Letters
1996 | Journal article
EID:

2-s2.0-0040328021

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Tests of exchange market efficiency: fragile evidence from cointegration tests

Journal of International Money and Finance
1991 | Journal article
EID:

2-s2.0-0001347325

Contributors: Sephton, P.S.; Larsen, H.K.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

The determinants of union membership growth in Taiwan

Journal of Labor Research
1991 | Journal article
EID:

2-s2.0-0346632025

Contributors: Sharma, B.; Sephton, P.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

The efficiency of the London Metal Exchange: Another look at the evidence

Applied Economics
1991 | Journal article
EID:

2-s2.0-84963130311

Contributors: Sephton, P.S.; Cochrane, D.K.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

A note on the efficiency of the London metal exchange

Economics Letters
1990 | Journal article
EID:

2-s2.0-38249020546

Contributors: Sephton, P.S.; Cochrane, D.K.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Eliminating Required Reserves: Does It Matter

International Economic Journal
1990 | Journal article
EID:

2-s2.0-84948883211

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

A Note on Exchange Rate Trend-Stationarity

International Economic Journal
1989 | Journal article
EID:

2-s2.0-0344918705

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Causality between export growth and industrial development. Empirical evidence from the NICs - A comment

Journal of Development Economics
1989 | Journal article
EID:

2-s2.0-0024909809

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

On the exchange-rate elasticity of the demand for international reserves: Some evidence from industrial countries - A Comment

Weltwirtschaftliches Archiv
1989 | Journal article
EID:

2-s2.0-51649147285

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

Relative Prices and Money: Some Canadian Evidence

Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie
1989 | Journal article
EID:

2-s2.0-84984317923

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

The impossible dream: The IMF and trend-stationary exchange rates

Atlantic Economic Journal
1988 | Journal article
EID:

2-s2.0-34250097433

Contributors: Sephton, P.S.
Source: Self-asserted source
Peter Sephton via Scopus - Elsevier

A non-parametric view of money/income causality

Journal article
DOI:

http://dx.doi.org/10.1080/758529175

Source: Self-asserted source
Peter Sephton
grade
Preferred source (of 2)‎

A note on fractional cointegration

Journal article
DOI:

http://dx.doi.org/10.1080/135048596355934

Source: Self-asserted source
Peter Sephton
grade
Preferred source (of 2)‎

Anticipated monetary policy in Canada

Journal article
DOI:

http://dx.doi.org/10.1016/0165-1765(89)90149-3

Source: Self-asserted source
Peter Sephton
grade
Preferred source (of 2)‎

Cointegration tests on MARS

Journal article
DOI:

http://dx.doi.org/10.1007/bf01299327

Source: Self-asserted source
Peter Sephton
grade
Preferred source (of 2)‎

Consumer Spending and Customer Satisfaction: Untying the Knot

Journal article
DOI:

http://dx.doi.org/10.1155/2012/534209

Source: Self-asserted source
Peter Sephton

Does anticipated monetary policy matter? More evidence

Journal article
DOI:

http://dx.doi.org/10.1080/00036849000000055

Source: Self-asserted source
Peter Sephton
grade
Preferred source (of 2)‎

Easyreg: version 1.12

Journal article
DOI:

http://dx.doi.org/10.1002/(sici)1099-1255(199803/04)13:2<203::aid-jae487>3.3.co;2-5

Source: Self-asserted source
Peter Sephton

Eliminating Required Reserves: Does it Matter?

Journal article
DOI:

http://dx.doi.org/10.1080/10168739000000019

Source: Self-asserted source
Peter Sephton
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Peer review (12 reviews for 5 publications/grants)

Review activity for Computational economics. (5)
Review activity for Empirica. (1)
Review activity for Energy economics. (2)
Review activity for Resources policy. (3)
Review activity for Review of agricultural, food and environmental studies. (1)