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A neglected controversy in the modelling of consumers' expenditure
Cook, Steven - 1997
Persistent link: https://www.econbiz.de/10000654034
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GARCH, heteroscedasticity-consistent vovariance matric estimation and non-linear unit root testing
Cook, Steven - In: Applied financial economics letters 2 (2006) 4, pp. 217-222
Persistent link: https://www.econbiz.de/10003351931
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Econometric analysis of interest rate pass-through
Cook, Steven - In: Applied financial economics letters 4 (2008) 4/6, pp. 249-251
Persistent link: https://www.econbiz.de/10003807569
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Threshold adjustment in the long-run relationship between stock prices and economic activity
Cook, Steven - In: Applied financial economics letters 3 (2007) 4/6, pp. 243-246
Persistent link: https://www.econbiz.de/10003604873
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A sensitivity analysis of threshold determination for asymmetric error correction models
Cook, Steven - In: Applied economics letters 10 (2003) 10, pp. 611-616
Persistent link: https://www.econbiz.de/10001801907
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A note on the country specific nature of asymmetric adjustment : Australia and the UK
Cook, Steven - In: Economic issues 4 (1999) 2, pp. 67-73
Persistent link: https://www.econbiz.de/10001449288
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Time deformation in UK consumers' expenditure : an empirical analysis of highly disaggregated data
Cook, Steven; Speight, Alan E. H. - In: Applied economics letters 13 (2006) 8, pp. 471-478
Persistent link: https://www.econbiz.de/10003348003
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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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DHSY revisited : the role of asymmetries
Cook, Steven; Holly, Sean; Turner, Paul - In: Applied economics 31 (1999) 7, pp. 775-778
Persistent link: https://www.econbiz.de/10001438373