Breaking deterministics, test size and the efficient Wald test for fractional unit roots von Sephton, P. S.

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Unit roots and purchasing power parity: another kick at the can von Sephton, P. S.

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On the empirical size of Nielsen's multivariate likelihood ratio test of fractional integration von Sephton, P. S.

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Who cut the cheese? von Sephton, P. S.

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Financial analysis package for GAUSS von Sephton, P. S.

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Response surface estimates of the KPSS stationarity test von Sephton, Peter S.

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Fractional cointegration: Monte Carlo estimates of critical values, with an application von Sephton, P. S.

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Optimal Hedge Ratios at the Winnipeg Commodity Exchange von Sephton, Peter S.

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Spatial Market Arbitrage and Threshold Cointegration von Sephton, Peter S.

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The efficiency of the london metal exchange: another look at the evidence von Sephton, Peter S., Cochrane, Donald K.

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A note on the efficiency of the London metal exchange von Sephton, Peter S., Cochrane, Donald K.

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Does anticipated monetary policy matter? More evidence von Sephton, Peter S.

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Money in the production function revisited von Sephton, Peter S.

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Easyreg: version 1.12 von Sephton, Peter S.

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Tests of exchange market efficiency: fragile evidence from cointegration tests von Sephton, Peter S., Larsen, Hans K.

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Hedging wheat and canola at the Winnipeg Commodity Exchange von Sephton, Peter S.

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Commodity Prices: Policy Target or Information Variable? von Sephton, Peter S

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GARCH and MARKOV hedging at the Winnipeg Commodity Exchange von Sephton, P.S

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A note on fractional cointegration von Sephton, Peter S.

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Extended critical values for a simple test of cointegration von Sephton, Peter S.

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