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The power of tests for non-linearity: the case of Granger-Lee asymmetry
Cook, Steven; Holly, Sean; Turner, Paul - In: Economics Letters 62 (1999) 2, pp. 155-159
Persistent link: https://www.econbiz.de/10005307413
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Long-run and short-run co-movement in UK consumption and income
Cook, Steven - In: Economics Letters 67 (2000) 1, pp. 11-13
Persistent link: https://www.econbiz.de/10005361722
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Lag optimisation and finite-sample size distortion of unit root tests
Cook, Steven; Manning, Neil - In: Economics Letters 84 (2004) 2, pp. 267-274
Persistent link: https://www.econbiz.de/10005158967
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The stationarity of consumption-income ratios: Evidence from minimum LM unit root testing
Cook, Steven - In: Economics Letters 89 (2005) 1, pp. 55-60
Persistent link: https://www.econbiz.de/10005275472