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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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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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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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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