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Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
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The power of asymmetric unit root tests under threshold and consistent-threshold estimation
Cook, Steven; Manning, Neil - In: Applied economics 35 (2003) 14, pp. 1543-1550
Persistent link: https://www.econbiz.de/10001811205
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Empirical evidence on the robustness of the weighted symmetric unit root test
Cook, Steven - In: Applied economics letters 10 (2003) 12, pp. 761-763
Persistent link: https://www.econbiz.de/10001819334
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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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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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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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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
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Rank-based unit root testing in the presence of structural change under the null : simulation results and an application to US inflation
Cook, Steven - In: Applied economics 37 (2005) 6, pp. 607-617
Persistent link: https://www.econbiz.de/10002738559
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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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Estimating the autoregressive parameter : recursive mean adjustment and the initial condition
Cook, Steven - In: Applied economics letters 12 (2005) 4, pp. 203-206
Persistent link: https://www.econbiz.de/10002698691