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Notes, Comments and Preliminary results

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

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