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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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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
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A re-examination of the stationarity of inflation
Cook, Steven - In: Journal of applied econometrics 24 (2009) 6, pp. 1047-1053
Persistent link: https://www.econbiz.de/10003886958
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Serial correlation, drift and range unit root testing
Cook, Steven - In: Applied economics letters 17 (2010) 10/12, pp. 939-944
Persistent link: https://www.econbiz.de/10008698548
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The nonstationarity of the consumption-income ratio : evidence from more poweful Dickey-Fuller tests
Cook, Steven - In: Applied economics letters 10 (2003) 7, pp. 393-395
Persistent link: https://www.econbiz.de/10001765981