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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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DOI (Published version): 10.1016/S0165-1765(98)00208-0

Published in: Economics Letters
ISSN: 0165-1765
Published: 1999
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URI: https://cronfa.swan.ac.uk/Record/cronfa15333
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first_indexed 2013-08-22T01:57:43Z
last_indexed 2018-02-09T04:47:12Z
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spelling 2013-07-31T18:12:00.7256105 v2 15333 2013-07-31 The power of tests for non-linearity: the case of Granger-Lee asymmetry fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2013-07-31 ECON Journal Article Economics Letters 62 2 159 0165-1765 31 12 1999 1999-12-31 10.1016/S0165-1765(98)00208-0 COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2013-07-31T18:12:00.7256105 2013-07-31T18:12:00.7256105 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1 Sean Holly 2 Paul Turner 3
title The power of tests for non-linearity: the case of Granger-Lee asymmetry
spellingShingle The power of tests for non-linearity: the case of Granger-Lee asymmetry
Steve Cook
title_short The power of tests for non-linearity: the case of Granger-Lee asymmetry
title_full The power of tests for non-linearity: the case of Granger-Lee asymmetry
title_fullStr The power of tests for non-linearity: the case of Granger-Lee asymmetry
title_full_unstemmed The power of tests for non-linearity: the case of Granger-Lee asymmetry
title_sort The power of tests for non-linearity: the case of Granger-Lee asymmetry
author_id_str_mv fce851eab28f6d8126d9bcd88250c6d5
author_id_fullname_str_mv fce851eab28f6d8126d9bcd88250c6d5_***_Steve Cook
author Steve Cook
author2 Steve Cook
Sean Holly
Paul Turner
format Journal article
container_title Economics Letters
container_volume 62
container_issue 2
publishDate 1999
institution Swansea University
issn 0165-1765
doi_str_mv 10.1016/S0165-1765(98)00208-0
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 0
active_str 0
published_date 1999-12-31T03:17:28Z
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