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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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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
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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