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Finite-sample critical values of the augmented Dickey-Fuller statistic : a note on lag order
Cook, Steven - In: Economic issues 6 (2001) 2, pp. 31-38
Persistent link: https://www.econbiz.de/10001608444
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A note on the country specific nature of asymmetric adjustment : Australia and the UK
Cook, Steven - In: Economic issues 4 (1999) 2, pp. 67-73
Persistent link: https://www.econbiz.de/10001449288
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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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A note on the country specific nature of asymmetric adjustment : Australia and the UK
Cook, Steven - In: Economic issues 4 (1999) 2, pp. 67-73
Persistent link: https://www.econbiz.de/10009905308
Cover Image
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/10009905319
Cover Image
Finite-sample critical values of the augmented Dickey-Fuller statistic : a note on lag order
Cook, Steven - In: Economic issues 6 (2001) 2, pp. 31-38
Persistent link: https://www.econbiz.de/10009905326
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Asymmetric unit root tests in the presence of innovation variance breaks : threshold versus consistent-threshold estimation
Cook, Steven; Manning, D. N. - In: Economic issues 8 (2003) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10001742552
Cover Image
Asymmetric unit root tests in the presence of innovation variance breaks : threshold versus consistent-threshold estimation
Cook, Steven; Manning, Neil - In: Economic issues 8 (2003) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10009905339