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Detecting changes in persistence in linear time series
Cook, Steven (contributor) - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003072707
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On the finite-sample power of modified Dickey-Fuller tests : the role of the initial condition
Cook, Steven (contributor) - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10002752439
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Asymmetric unit tests in the presence of structural breaks under the null
Cook, Steven (contributor) - In: Economics bulletin : EB (2001)
Persistent link: https://www.econbiz.de/10001697752
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The properties of asymmetric unit root tests in the presence of mis-specified asymmetry
Cook, Steven (contributor) - In: Economics bulletin : EB (2003)
Persistent link: https://www.econbiz.de/10002489752
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Unusual behavior of Dickey-Fuller tests in presence of trend mis-specification
Cook, Steven (contributor); Manning, D. N. (contributor) - In: Economics bulletin : EB (2002)
Persistent link: https://www.econbiz.de/10001740841