Narrow search
Showing 1 - 10 of 16
Cover Image
Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market
Cook, Steven; Vougas, Dimitrios - In: Applied economics 41 (2009) 11, pp. 1397-1404
Persistent link: https://www.econbiz.de/10008246111
Cover Image
Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market
Cook, Steven; Vougas, Dimitrios - In: Applied economics 41 (2009) 10-12, pp. 1397-1404
Persistent link: https://www.econbiz.de/10008266076
Cover Image
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
Cover Image
Drift in the relative price of primary commodities : a case where we care about unit roots
Newbold, Paul - In: Applied economics 28 (1996) 4, pp. 653-661
Persistent link: https://www.econbiz.de/10001202668
Cover Image
Frequency domain and time series properties of asymmetric error correction terms
Cook, Steven - In: Applied economics 32 (2000) 3, pp. 297-304
Persistent link: https://www.econbiz.de/10001488632
Cover Image
Alternative diagnostic tests of asymmetric adjustment : a cross-country application and cpmparison
Cook, Steven - In: Applied economics 32 (2000) 11, pp. 1365-1371
Persistent link: https://www.econbiz.de/10001523905
Cover Image
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
Cover Image
DHSY revisited : the role of asymmetries
Cook, Steven; Holly, Sean; Turner, Paul - In: Applied economics 31 (1999) 7, pp. 775-778
Persistent link: https://www.econbiz.de/10001438373
Cover Image
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
Cover Image
A deeper look at asymmetries in UK consumersCloseCrlyQuote; expenditure: the nonparametric analysis of 100 disaggregates
Cook, Steven; Speight, Alan - In: Applied economics 37 (2005) 8, pp. 893-900
Persistent link: https://www.econbiz.de/10007642058