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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
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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
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A sensitivity analysis of threshold determination for asymmetric error correction models
Cook, Steven - In: Applied economics letters 10 (2003) 10, pp. 611-616
Persistent link: https://www.econbiz.de/10001801907
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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
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Spurious rejection by cointegration tests incorporating structural change in the cointegrating relationship
Cook, Steven - In: Applied economics letters 11 (2004) 14, pp. 879-884
Persistent link: https://www.econbiz.de/10002437902
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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
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The power of single equation tests for cointegration
Cook, Steven - In: Applied economics letters 13 (2006) 5, pp. 265-267
Persistent link: https://www.econbiz.de/10003320420
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An alternative perspective on the stochastic convergence of incomes in the United States
Cook, Steven - In: Applied economics letters 15 (2008) 10/12, pp. 929-934
Persistent link: https://www.econbiz.de/10003785865
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Further results on the detection of changes in persistence in linear time series
Cook, Steven - In: Applied economics letters 14 (2007) 1/3, pp. 145-150
Persistent link: https://www.econbiz.de/10003448445
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Finite-sample power properties of threshold cointegration tests
Cook, Steven - In: Applied economics letters 15 (2008) 1/3, pp. 27-30
Persistent link: https://www.econbiz.de/10003724925