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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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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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Asymmetric unit root tests in the presence of innovation variance breaks : threshold versus consistent-threshold estimation
Cook, Steven; Manning, D. N. - In: Economic issues 8 (2003) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10001742552
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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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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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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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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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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