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Notes, Comments and Preliminary results |
Jul 26 2008 |
Steve Cook |
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Non-linear unit root testing in the presence of heavy-tailed innovation processes |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Dec 07 2005 |
Steven Cook |
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Threshold autoregressive testing procedures and structural change in cointegrating relationships |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 11 2004 |
Steven Cook |
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Detecting changes in persistence in linear time series |
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Abstract Contact Information Citation Full Text - Note |
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Mar 16 2004 |
Steven Cook |
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On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition |
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Abstract Contact Information Citation Full Text - Note |
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Jun 13 2003 |
Steve Cook |
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The properties of asymmetric unit root tests in the presence of mis-specified asymmetry |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 17 2002 |
Steven Cook and Neil Manning |
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Unusual behaviour of Dickey-Fuller tests in the presence of trend mis-specification |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 17 2001 |
Steven Cook |
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Asymmetric unit root tests in the presence of structural breaks under the null |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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