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~person:"Cook, Steven"
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Search: subject_exact:"Einheitswurzeltest"
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Cook, Steven
Phillips, Peter C. B.
103
Chang, Tsangyao
86
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79
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79
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69
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51
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50
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49
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44
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37
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35
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33
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33
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30
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29
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28
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26
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26
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26
Bahmani-Oskooee, Mohsen
25
Nielsen, Morten Ørregaard
25
Ramírez, Miguel D.
25
Saikkonen, Pentti
25
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23
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23
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23
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23
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22
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20
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20
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20
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19
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19
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19
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19
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19
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18
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1
Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
Saved in:
2
Serial correlation, drift and range unit root testing
Cook, Steven
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 939-944
Persistent link: https://www.econbiz.de/10008698548
Saved in:
3
A re-examination of the stationarity of inflation
Cook, Steven
- In:
Journal of applied econometrics
24
(
2009
)
6
,
pp. 1047-1053
Persistent link: https://www.econbiz.de/10003886958
Saved in:
4
Unit root testing against an ST-MTAR alternative : finite-sample properties and an application to the UK housing market
Cook, Steven
;
Vougas, Dimitrios V.
- In:
Applied economics
41
(
2009
)
10/12
,
pp. 1397-1404
Persistent link: https://www.econbiz.de/10003845351
Saved in:
5
GARCH, heteroscedasticity-consistent vovariance matric estimation and non-linear unit root testing
Cook, Steven
- In:
Applied financial economics letters
2
(
2006
)
4
,
pp. 217-222
Persistent link: https://www.econbiz.de/10003351931
Saved in:
6
The stationarity of consumption-income ratios : evidence from minimum LM unit root testing
Cook, Steven
- In:
Economics letters
89
(
2005
)
1
,
pp. 55-60
Persistent link: https://www.econbiz.de/10003114729
Saved in:
7
Rank-based unit root testing in the presence of structural change under the null : simulation results and an application to US inflation
Cook, Steven
- In:
Applied economics
37
(
2005
)
6
,
pp. 607-617
Persistent link: https://www.econbiz.de/10002738559
Saved in:
8
Estimating the autoregressive parameter : recursive mean adjustment and the initial condition
Cook, Steven
- In:
Applied economics letters
12
(
2005
)
4
,
pp. 203-206
Persistent link: https://www.econbiz.de/10002698691
Saved in:
9
Lag optimisation and finite-sample size distortion of unit root tests
Cook, Steven
;
Manning, D. N.
- In:
Economics letters
84
(
2004
)
2
,
pp. 267-274
Persistent link: https://www.econbiz.de/10002116706
Saved in:
10
On the finite-sample power of modified Dickey-Fuller tests : the role of the initial condition
Cook, Steven
(
contributor
)
- In:
Economics bulletin : EB
(
2004
)
Persistent link: https://www.econbiz.de/10002752439
Saved in:
11
The properties of asymmetric unit root tests in the presence of mis-specified asymmetry
Cook, Steven
(
contributor
)
- In:
Economics bulletin : EB
(
2003
)
Persistent link: https://www.econbiz.de/10002489752
Saved in:
12
The nonstationarity of the consumption-income ratio : evidence from more poweful Dickey-Fuller tests
Cook, Steven
- In:
Applied economics letters
10
(
2003
)
7
,
pp. 393-395
Persistent link: https://www.econbiz.de/10001765981
Saved in:
13
Asymmetric unit root tests in the presence of innovation variance breaks : threshold versus consistent-threshold estimation
Cook, Steven
;
Manning, D. N.
- In:
Economic issues
8
(
2003
)
1
,
pp. 47-58
Persistent link: https://www.econbiz.de/10001742552
Saved in:
14
The power of asymmetric unit root tests under threshold and consistent-threshold estimation
Cook, Steven
;
Manning, Neil
- In:
Applied economics
35
(
2003
)
14
,
pp. 1543-1550
Persistent link: https://www.econbiz.de/10001811205
Saved in:
15
Empirical evidence on the robustness of the weighted symmetric unit root test
Cook, Steven
- In:
Applied economics letters
10
(
2003
)
12
,
pp. 761-763
Persistent link: https://www.econbiz.de/10001819334
Saved in:
16
Unusual behavior of Dickey-Fuller tests in presence of trend mis-specification
Cook, Steven
(
contributor
);
Manning, D. N.
(
contributor
)
- In:
Economics bulletin : EB
(
2002
)
Persistent link: https://www.econbiz.de/10001740841
Saved in:
17
Asymmetric unit tests in the presence of structural breaks under the null
Cook, Steven
(
contributor
)
- In:
Economics bulletin : EB
(
2001
)
Persistent link: https://www.econbiz.de/10001697752
Saved in:
18
Finite-sample critical values of the augmented Dickey-Fuller statistic : a note on lag order
Cook, Steven
- In:
Economic issues
6
(
2001
)
2
,
pp. 31-38
Persistent link: https://www.econbiz.de/10001608444
Saved in:
19
Testing for unit roots : threshold autoregression and asymmetric trend stationarity
Cook, Steven
- In:
Economic issues
6
(
2001
)
1
,
pp. 59-65
Persistent link: https://www.econbiz.de/10001565567
Saved in:
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