Peter Sephton : Citation Profile

Are you Peter Sephton?

Queen's University

11

H index

13

i10 index

476

Citations

RESEARCH PRODUCTION:

54

Articles

1

Papers

1

Chapters

RESEARCH ACTIVITY:

   40 years (1982 - 2022). See details.
   Cites by year: 11
   Journals where Peter Sephton has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 20 (4.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pse264
   Updated: 2023-08-19    RAS profile: 2023-02-12    
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Relations with other researchers

Works with:

Mann, Janelle (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Sephton.

Is cited by:

Kouretas, Georgios (25)

Shahbaz, Muhammad (24)

Otero, Jesus (14)

Holmes, Mark (11)

Panagiotidis, Theodore (8)

Panagiotidis, Theodore (8)

Mahalik, Mantu (7)

Georgoutsos, Dimitris (7)

Kripfganz, Sebastian (6)

Kühl, Michael (6)

Romero-Ávila, Diego (6)

Cites to:

Gonzalo, Jesus (22)

Mann, Janelle (17)

Dolado, Juan (16)

MacKinnon, James (15)

Mayoral, Laura (15)

Engle, Robert (14)

Velasco, Carlos (14)

Lobato, Ignacio (14)

Perron, Pierre (12)

Cheung, Yin-Wong (10)

Hobijn, Bart (8)

Main data

Where Peter Sephton has published?

Journals with more than one article published# docs
Applied Economics Letters9
Economics Letters4
Energy Economics4
Empirical Economics3
Canadian Journal of Economics3
Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie3
Computational Economics3
Applied Economics2
Environmental & Resource Economics2
Journal of Applied Econometrics2
Journal of International Money and Finance2
Southern Economic Journal2
Foresight: The International Journal of Applied Forecasting2

Recent works citing Peter Sephton (2022 and 2021)

YearTitle of citing document
2022.

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2022.

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2022Extreme weather events and high Colombian food prices: A non-stationary extreme value approach. (2022). Parra-Amado, Daniel ; Orozco-Vanegas, Camilo Andres ; Melo-Velandia, Luis Fernando. In: Borradores de Economia. RePEc:bdr:borrec:1189.

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2021Carbon Kuznets curve: a dynamic empirical approach for a panel data. (2021). Neudorfer, Pablo ; Zuniga, Felipe ; Pincheira, Roxana. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5523-5541.

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2022Extreme weather events and high Colombian food prices: A non?stationary extreme value approach. (2022). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Parraamado, Daniel ; Orozcovanegas, Camilo Andres ; Melovelandia, Luis Fernando. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:s1:p:21-40.

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2021FINANCIAL AND INSURANCE SERVICES TRADE: DOES EXCHANGE RATE OR INCOME MATTER?. (2021). Cheng, Ka Ming. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:1:p:494-509.

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2022Contributing to carbon peak: Estimating the causal impact of eco?industrial parks on low?carbon development in China. (2022). Wang, Han ; Wu, Jianxian ; Nie, Xin ; Li, Lihua ; Huang, Chengdao. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:26:y:2022:i:4:p:1578-1593.

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2022Persistence in the Passion Investment Market. (2022). Havrylina, Ahniia ; Plastun, Alex ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9586.

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2021Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:247-265.

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2021Analysis of the gold fixing price fluctuation in different times based on the directed weighted networks. (2021). Jiang, LE ; Zhang, Guangyong ; Fu, Min ; Tian, Lixin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000668.

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2022The income inequality-CO2 emissions nexus: Transmission mechanisms. (2022). Zhang, Xun ; Wang, Jinxian. In: Ecological Economics. RePEc:eee:ecolec:v:195:y:2022:i:c:s0921800922000222.

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2021Performance of a process-based model for predicting robusta coffee yield at the regional scale in Vietnam. (2021). Marcussen, Torben ; Byrareddy, Vivekananda ; Tixier, Philippe ; Kouadio, Louis ; Stone, Roger ; Rapidel, Bruno ; Mushtaq, Shahbaz. In: Ecological Modelling. RePEc:eee:ecomod:v:443:y:2021:i:c:s0304380021000417.

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2021Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960.

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2022Does oil impact gold during COVID-19 and three other recent crises?. (2022). Do, Hung Xuan ; Brooks, Robert ; Sarker, Ashutosh ; Tanin, Tauhidul Islam. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001165.

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2021The relation between petroleum product prices and crude oil prices. (2021). Linn, Scott ; Zhang, Huiming ; Lee, Thomas K ; Fernando, Chitru S ; Ederington, Louis H. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304199.

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2022Revisiting the Environmental Kuznets Curve in the European Union countries. (2022). Miech, Sawomir ; Papie, Monika ; Frodyma, Katarzyna. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221031480.

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2023Explaining and modeling the mediating role of energy consumption between financial development and carbon emissions. (2023). Akan, Taner. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223007065.

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2021Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Khan, Muhammad A ; Adekoya, Oluwasegun B ; Oliyide, Johnson A. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150.

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2022Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling. (2022). Huang, Shupei ; Lucey, Brian ; Wang, Xinya. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000593.

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2022Commodity futures prices pass-through and monetary policy in India: Does asymmetry matter?. (2022). Roy, Saikat Sinha ; Sinharoy, Saikat. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494921000347.

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2021Hedging oil price risk with gold during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Lawal, Adedoyin. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309284.

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2021How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Oduyemi, Gabriel O. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309570.

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2021Financial contagion between the financial and the mining industries – Empirical evidence based on the symmetric and asymmetric CoVaR approach. (2021). Jonek-Kowalska, Izabela ; Jurkowska, Aleksandra ; Fijorek, Kamil. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309934.

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2021Oil-gold nexus: Evidence from regime switching-quantile regression approach. (2021). Mokni, Khaled ; Youssef, Manel. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002270.

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2022Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching. (2022). Han, Lingyu ; Liang, Ruibin ; Cao, Yan ; Cheng, Sheng ; Jiang, Qisheng. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003610.

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2022When is gold an effective hedge against inflation?. (2022). Chiah, Mardy ; Nguyen, Jeremy ; Valadkhani, Abbas. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004524.

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2022Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach. (2022). Zuo, Xuguang ; Huang, Jiaxin ; Zhang, Hongwei ; Niu, Zibo ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005414.

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2023Crude oil pipeline constraints: A tale of two shales. (2023). Luong, Phat V. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006468.

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2023Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715.

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2023The inflation-hedging performance of industrial metals in the worlds most industrialized countries. (2023). Olubiyi, Ebenezer ; Adedeji, Adedayo O ; Oliyide, Johnson A ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000727.

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2022Doubts on natural rate of unemployment: Evidence and policy implications. (2022). Cheng, Ka Ming. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:230-239.

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2021The effects of renewable energy, spatial spillover of CO2 emissions and economic freedom on CO2 emissions in the EU. (2021). Shabani, Zahra Dehghan ; Shahnazi, Rouhollah. In: Renewable Energy. RePEc:eee:renene:v:169:y:2021:i:c:p:293-307.

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2022The role of consumption of energy, fossil sources, nuclear energy, and renewable energy on environmental degradation in top-five carbon producing countries. (2022). Kartal, Mustafa Tevfik. In: Renewable Energy. RePEc:eee:renene:v:184:y:2022:i:c:p:871-880.

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2021Commodity futures returns and policy uncertainty. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:364-383.

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2021Time-varying impact of financial development on carbon emissions in G-7 countries: Evidence from the long history. (2021). Shahbaz, Muhammad ; Jiao, Zhilun ; Dong, Kangyin ; Destek, Mehmet Akif. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s004016252100398x.

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2021Validating and Forecasting Carbon Emissions in the Framework of the Environmental Kuznets Curve: The Case of Vietnam. (2021). Thien, Phuc Thanh ; Lu, Shih-Hao ; Nguyen, Anh-Tu. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3144-:d:563874.

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2021Investigating the Asymmetric Effect of Economic Growth on Environmental Quality in the Next 11 Countries. (2021). Ayimadu, Edwin Twum ; Cheng, Jinhua ; Minua, Gideon Kwaku ; Asante, Daniel Akwasi. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:2:p:491-:d:482454.

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2022The Impact of Energy Commodity Prices on Selected Clean Energy Metal Prices. (2022). Mroz, Maciej. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3051-:d:799014.

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2021.

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2023.

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2021Green Energy, Economic Growth and Environmental Quality Nexus in Saudi Arabia. (2021). OMRI, Anis ; Jarraya, Bilel ; Kahia, Montassar. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1264-:d:486965.

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2021Are Energy Consumption, Population Density and Exports Causing Environmental Damage in China? Autoregressive Distributed Lag and Vector Error Correction Model Approaches. (2021). Vu, Binh (Benjamin) ; Rahman, Mohammad Mafizur. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:7:p:3749-:d:525358.

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2022How to Trump the energy market: evidence from the WTI-Brent spread. (2022). Goutte, Stéphane ; Philippas, Dionisis ; Dragomirescu-Gaina, Catalin. In: Working Papers. RePEc:hal:wpaper:halshs-03843257.

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2022Connectedness in International Crude Oil Markets. (2022). Tiwari, Aviral ; Dar, Arif ; Nasreen, Samia ; Bhanja, Niyati. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10068-4.

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2021Research on the coordination of energy in China’s economic growth. (2021). Chen, Bin ; Li, Jialin ; Bai, Guoqing ; Chi, Yuanying. In: PLOS ONE. RePEc:plo:pone00:0251824.

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2021Time-Varying Impact of Financial Development on Carbon Emissions in G-7 Countries: Evidence from the Long History. (2021). Shahbaz, Muhammad ; Jiao, Zhilun ; Dong, Kangyin ; Destek, Mehmet Akif. In: MPRA Paper. RePEc:pra:mprapa:108375.

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2022Environmental Performance and GDP Growth: A Non-linear Approach for the G20 Countries. (2022). Koukouritakis, Minoas. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0915.

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2022Convergence in per capita carbon footprint and ecological footprint for G7 countries: Evidence from panel Fourier threshold unit root test. (2022). Solarin, Sakiru Adebola ; Gorus, Muhammed Sehid ; Yilanci, Veli. In: Energy & Environment. RePEc:sae:engenv:v:33:y:2022:i:3:p:527-545.

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2021Does Economic Freedom in Host Countries Lead to Increased Non-Life Insurance Development?. (2021). Yap, Shen ; Chong, Shyue Chuan ; Lee, Hui Shan ; Sia, Bik Kai. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211054486.

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2022Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach. (2022). Ftiti, Zied ; Madani, Mohamed Arbi. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04288-6.

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2023Unemployment persistence with an evolutionary perspective: job creation or destruction (or both)?. (2023). Liu, De-Chih. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:20:y:2023:i:1:d:10.1007_s40844-022-00246-4.

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2021Semi-parametric models of spatial market integration. (2021). Holt, Matthew T ; Goodwin, Barry K ; Prestemon, Jeffrey P. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01985-2.

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2023Is the environmental Kuznets curve hypothesis valid? A global analysis for carbon dioxide emissions. (2023). Kuukefe, Bige ; Kanli, Nilufer Kaya. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:3:d:10.1007_s10668-022-02138-4.

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2023Why are some countries cleaner than others? New evidence from macroeconomic governance. (2023). Mashadihasanli, Tamerlan ; Iik, Ali Haydar ; Zeren, Ahmet Baran ; Vanli, Tara ; Gunduz, Halil Brahim ; Akan, Taner. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:7:d:10.1007_s10668-022-02298-3.

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2021Economic growth and environment in the United Kingdom: robust evidence using more than 250 years data. (2021). Ben Amar, Amine. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:23:y:2021:i:4:d:10.1007_s10018-020-00300-8.

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2021Pipeline capacity and the dynamics of Alberta crude oil price spreads. (2021). Thille, Henry ; Galay, Gregory. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:54:y:2021:i:3:p:1072-1102.

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2021Prediction on the volume of non?performing loans in Turkey using multivariate adaptive regression splines approach. (2021). Kartal, Mustafa Tevfik ; Depren, Serpil Kili. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6395-6405.

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2022CO2 emission, economic development, fossil fuel consumption and population density in India, Pakistan and Bangladesh: A panel investigation. (2022). Muhammad, Rizwanullah ; Asmi, Fahad ; Ali, Muhammad Ubaid ; Gong, Zhimin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:18-31.

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2023Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present. (2023). Shahbaz, Muhammad ; Papavassiliou, Vassilios ; Roubaud, David ; Lahiani, Amine. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2620-2634.

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2022A Markov regime?switching Cholesky GARCH model for directly estimating the dynamic of optimal hedge ratio. (2022). Lee, Hsiangtai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:389-412.

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Works by Peter Sephton:

YearTitleTypeCited
2009Fractional integration in agricultural futures price volatilities revisited In: Agricultural Economics.
[Full Text][Citation analysis]		article6
1989Relative Prices and Money: Some Canadian Evidence In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
[Full Text][Citation analysis]		article3
1998GARCH and MARKOV Hedging at the Winnipeg Commodity Exchange In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
[Full Text][Citation analysis]		article2
2011Spatial Arbitrage in Sarawak Pepper Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
[Citation analysis]		article4
1987The Choice of Monetary Policy Instruments in Canada: An Extension. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article0
1992Modelling the Link between Commodity Prices and Exchange Rates: The Tale of Daily Data. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article3
1993Optimal Hedge Ratios at the Winnipeg Commodity Exchange. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article17
1989Causality between export growth and industrial development : Empirical evidence from the NICs -- A comment In: Journal of Development Economics.
[Full Text][Citation analysis]		article2
1988On interest rate innovations and anticipated monetary policy In: Economics Letters.
[Full Text][Citation analysis]		article4
1989Anticipated monetary policy in Canada : Some new evidence In: Economics Letters.
[Full Text][Citation analysis]		article2
1990A note on the efficiency of the London metal exchange In: Economics Letters.
[Full Text][Citation analysis]		article18
1995Response surface estimates of the KPSS stationarity test In: Economics Letters.
[Full Text][Citation analysis]		article84
2013Further evidence of an Environmental Kuznets Curve in Spain In: Energy Economics.
[Full Text][Citation analysis]		article38
2018Gold and crude oil prices after the great moderation In: Energy Economics.
[Full Text][Citation analysis]		article19
2019A (negative) replication of ‘The relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countries’ (Energy Economics, 2000) In: Energy Economics.
[Full Text][Citation analysis]		article2
2019El Niño, La Niña, and a cup of Joe In: Energy Economics.
[Full Text][Citation analysis]		article3
1991Tests of exchange market efficiency: fragile evidence from cointegration tests In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article100
1989On exchange intervention, sterilization, and bank reserve accounting In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2016Global relationships across crude oil benchmarks In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article12
2022Revisiting the inflation-hedging properties of precious metals in Africa In: Resources Policy.
[Full Text][Citation analysis]		article3
2013Threshold Cointegration: Model Selection with an Application In: Journal of Economics and Econometrics.
[Full Text][Citation analysis]		article8
2001Forecasting recessions: can we do better on MARS? In: Review.
[Full Text][Citation analysis]		article15
2009Predicting Recessions: A Regression (Probit) Model Approach In: Foresight: The International Journal of Applied Forecasting.
[Full Text][Citation analysis]		article1
2009Book Review of The Drunkard’s Walk: How Randomness Rules Our Lives In: Foresight: The International Journal of Applied Forecasting.
[Full Text][Citation analysis]		article0
1998Easyreg: version 1.12 In: Journal of Applied Econometrics.
[Citation analysis]		article2
2000Financial analysis package for GAUSS In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
2017Finite Sample Critical Values of the Generalized KPSS Stationarity Test In: Computational Economics.
[Full Text][Citation analysis]		article3
2022Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test In: Computational Economics.
[Full Text][Citation analysis]		article0
1994Cointegration Tests on MARS. In: Computational Economics.
[Citation analysis]		article10
2016Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article26
2020Mean Reversion in CO2 Emissions: the Need for Structural Change In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article1
2015Revising Fiscal Policy and Growth in Saudi Arabia In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article1
1991Commodity Prices: Policy Target or Information Variable: A Comment. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article11
2003Spatial Market Arbitrage and Threshold Cointegration In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]		article28
1988World Non-Oil Primary Commodity Markets: Comment on Chu and Morrison In: IMF Staff Papers.
[Full Text][Citation analysis]		article1
1998Acceptable and Unacceptable Dirty Pedagogy: The Case of ADAS In: Palgrave Macmillan Books.
[Citation analysis]		chapter1
1982Endogenous Expectations and Economic Policy In: Working Paper.
[Citation analysis]		paper0
2008Critical values of the augmented fractional Dickey–Fuller test In: Empirical Economics.
[Full Text][Citation analysis]		article2
2009Critical values for the augmented efficient Wald test for fractional unit roots In: Empirical Economics.
[Full Text][Citation analysis]		article2
2015Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets In: Empirical Economics.
[Full Text][Citation analysis]		article3
1989On the exchange-rate elasticity of the demand for international reserves: Some evidence from industrial countries — A Comment In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article0
2005Predicting the equity premium with dividend ratios: a matter of balance In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2005Forecasting inflation using the term structure and MARS In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2008On the finite sample size and power of the generalized KPSS test in the presence of level breaks In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2008Market shares and rivalry in the U.S. cigarette industry In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2009Prostate cancer: a New Brunswick tale In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2011Who cut the cheese? In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2012Breaking deterministics, test size and the efficient Wald test for fractional unit roots In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
1996A note on fractional cointegration In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
1996Extended critical values for a simple test of cointegration In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2008Exchange rates and fractional integration revisited In: Applied Financial Economics Letters.
[Full Text][Citation analysis]		article2
2002Fractional cointegration: Monte Carlo estimates of critical values, with an application In: Applied Financial Economics.
[Full Text][Citation analysis]		article15
2010On the empirical size of Nielsens multivariate likelihood ratio test of fractional integration In: Applied Economics.
[Full Text][Citation analysis]		article0
2010Unit roots and purchasing power parity: another kick at the can In: Applied Economics.
[Full Text][Citation analysis]		article1
2009Persistence in U.S. State Unemployment Rates In: Southern Economic Journal.
[Full Text][Citation analysis]		article9
2012Persistence in U.S. State Unemployment Rates: Errata and Extensions In: Southern Economic Journal.
[Full Text][Citation analysis]		article2

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