Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market

Examining the robustness of cointegration analysis under weighted symmetric estimation

Cook, Steven, (2007)

Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market

Cook, Steven, (2009)

On the finite-sample size distortion of smooth transition unit root tests

Cook, Steven, (2004)