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~subject:"Cointegration"
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The Power of Tests for Non-Lin...
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Cointegration
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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
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2
Long-run and short-run co-movement in UK consumption and income
Cook, Steven
- In:
Economics letters
67
(
2000
)
1
,
pp. 11-13
Persistent link: https://www.econbiz.de/10001463491
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3
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
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4
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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5
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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6
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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7
Econometric analysis of interest rate pass-through
Cook, Steven
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 249-251
Persistent link: https://www.econbiz.de/10003807569
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8
Threshold adjustment in the long-run relationship between stock prices and economic activity
Cook, Steven
- In:
Applied financial economics letters
3
(
2007
)
4/6
,
pp. 243-246
Persistent link: https://www.econbiz.de/10003604873
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9
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
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10
Simulation analysis of the impact of volatility clustering upon the finite-sample distribution of threshold cointegration tests
Cook, Steven
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 59-63
Persistent link: https://www.econbiz.de/10003725321
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