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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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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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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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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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The power of tests for non-linearity
Cook, Steven; Holly, Sean; Turner, Paul - In: Economics letters 62 (1999) 2, pp. 155-159
Persistent link: https://www.econbiz.de/10001255473
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Cross-data-vintage encompassing
Cook, Steven - In: Oxford bulletin of economics and statistics 70 (2008), pp. 849-865
Persistent link: https://www.econbiz.de/10003787678
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Examining the robustness of cointegration analysis under weighted symmetric estimation
Cook, Steven; Vougas, Dimitrios V. - In: Applied economics letters 14 (2007) 10/12, pp. 711-714
Persistent link: https://www.econbiz.de/10003588760
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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