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Lag optimisation and finite-sample size distortion of unit root tests
Cook, Steven; Manning, D. N. - In: Economics letters 84 (2004) 2, pp. 267-274
Persistent link: https://www.econbiz.de/10002116706
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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/10003114729
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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/10001463491
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The power of tests for non-linearity
Cook, Steven; Holly, Sean; Turner, Paul - In: Economics letters 62 (1999) 2, pp. 155-159
Persistent link: https://www.econbiz.de/10001255473
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Long-run and short-run co-movement in UK consumption and income
Cook, S. - In: Economics letters 67 (2000) 1, pp. 11-14
Persistent link: https://www.econbiz.de/10006781936