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Future directions in applied econometric methodology
Speight, Alan E. H.; Cook, Steven - In: Future of economic science, (pp. 51-69). 2009
Persistent link: https://www.econbiz.de/10009613580
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Unit root testing against an ST-MTAR alternative : finite-sample properties and an application to the UK housing market
Cook, Steven; Vougas, Dimitrios V. - In: Applied economics 41 (2009) 10/12, pp. 1397-1404
Persistent link: https://www.econbiz.de/10003845351
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A deeper look at asymmetries in UK consumers' expenditure : the nonparametric analysis of 100 disaggregates
Cook, Steven; Speight, Alan E. H. - In: Applied economics 37 (2005) 8, pp. 893-900
Persistent link: https://www.econbiz.de/10002801845
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The properties of asymmetric unit root tests in the presence of mis-specified asymmetry
Cook, Steven (contributor) - In: Economics bulletin : EB (2003)
Persistent link: https://www.econbiz.de/10002489752
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A rejoinder to Cook and response to Chao : moving the textbook/LSE debate forward
Davis, George C. - In: The journal of economic methodology 12 (2005) 1, pp. 137-147
Persistent link: https://www.econbiz.de/10002637079
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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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An alternative approach to examining the ripple effect in UK house prices
Cook, Steven; Thomas, C. - In: Applied economics letters 10 (2003) 13, pp. 849-51
Persistent link: https://www.econbiz.de/10001838554
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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