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subject:"Deutschland"
type_genre:"Übersichtsarbeit"
~isPartOf:"Applied economics"
~language:"eng"
~language:"fra"
~person:"Cook, Steven"
~subject:"CAPM"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Deutschland
CAPM
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Theorie
Theory
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Einheitswurzeltest
2
Unit root test
2
Cointegration
1
Housing market
1
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Cook, Steven
Moosa, Imad A.
9
Gil-Alaña, Luis A.
8
Taylor, Mark P.
8
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7
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6
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Hatemi-J, Abdulnasser
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Applied economics
Applied economics letters
6
Economic issues
3
Economics bulletin : EB
2
The journal of economic methodology
2
Applied econometrics and international development
1
Applied financial economics letters
1
Bulletin of economic research
1
Cambridge journal of economics
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ECONIS (ZBW)
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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
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2
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
Saved in:
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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