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Testing for unit roots : threshold autoregression and asymmetric trend stationarity
Cook, Steven - In: Economic issues 6 (2001) 1, pp. 59-65
Persistent link: https://www.econbiz.de/10001565567
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Time deformation in UK consumers' expenditure
Cook, Steven - In: Bulletin of economic research 51 (1999) 3, pp. 253-258
Persistent link: https://www.econbiz.de/10001409412
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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 Kuhnian perspective on econometric methodology
Cook, Steven - In: The journal of economic methodology 10 (2003) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10001782800
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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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Detecting changes in persistence in linear time series
Cook, Steven (contributor) - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003072707
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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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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