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The power of single equation tests for cointegration
Cook, Steven - In: Applied economics letters 13 (2006) 5, pp. 265-267
Persistent link: https://www.econbiz.de/10003320420
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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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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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Further results on the detection of changes in persistence in linear time series
Cook, Steven - In: Applied economics letters 14 (2007) 1/3, pp. 145-150
Persistent link: https://www.econbiz.de/10003448445
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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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Finite-sample power properties of threshold cointegration tests
Cook, Steven - In: Applied economics letters 15 (2008) 1/3, pp. 27-30
Persistent link: https://www.econbiz.de/10003724925
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Simulation analysis of the impact of volatility clustering upon the finite-sample distribution of threshold cointegration tests
Cook, Steven - In: Applied financial economics letters 4 (2008) 1/3, pp. 59-63
Persistent link: https://www.econbiz.de/10003725321
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A note on business cycle non-linearity in US consumption
Cook, Steven - In: Journal of applied economics 6 (2003) 2, pp. 247-253
Persistent link: https://www.econbiz.de/10002091408
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Detecting long-run relationships in regional house prices in the UK
Cook, Steven - In: International review of applied economics 19 (2005) 1, pp. 107-118
Persistent link: https://www.econbiz.de/10002542039