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The power of tests for non-linearity: the case of Granger-Lee asymmetry

Steve Cook Orcid Logo, Sean Holly, Paul Turner

Economics Letters, Volume: 62, Issue: 2

Swansea University Author: Steve Cook Orcid Logo

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Published in: Economics Letters
ISSN: 0165-1765
Published: 1999
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College: School of Management
Issue: 2
End Page: 159