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person:"Cook, Steven"
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Cook, Steven
Chang, Tsangyao
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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
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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
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