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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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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
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Spurious rejection by cointegration tests incorporating structural change in the cointegrating relationship
Cook, Steven - In: Applied economics letters 11 (2004) 14, pp. 879-884
Persistent link: https://www.econbiz.de/10002437902
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An alternative perspective on the stochastic convergence of incomes in the United States
Cook, Steven - In: Applied economics letters 15 (2008) 10/12, pp. 929-934
Persistent link: https://www.econbiz.de/10003785865
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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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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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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
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Cyclicality and durability : evidence from US consumers' expenditure
Cook, Steven - In: Journal of applied economics 2 (1999) 2, pp. 299-310
Persistent link: https://www.econbiz.de/10001460961
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Long-run and short-run co-movement in UK consumption and income
Cook, Steven - In: Economics letters 67 (2000) 1, pp. 11-13
Persistent link: https://www.econbiz.de/10001463491