Journal article 1335 views
The power of tests for non-linearity: the case of Granger-Lee asymmetry
Economics Letters, Volume: 62, Issue: 2
Swansea University Author: Steve Cook
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DOI (Published version): 10.1016/S0165-1765(98)00208-0
Abstract
The power of tests for non-linearity: the case of Granger-Lee asymmetry
Published in: | Economics Letters |
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ISSN: | 0165-1765 |
Published: |
1999
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URI: | https://cronfa.swan.ac.uk/Record/cronfa15333 |
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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 |
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Swansea University |
issn |
0165-1765 |
doi_str_mv |
10.1016/S0165-1765(98)00208-0 |
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Faculty of Humanities and Social Sciences |
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facultyofhumanitiesandsocialsciences |
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Faculty of Humanities and Social Sciences |
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facultyofhumanitiesandsocialsciences |
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Faculty of Humanities and Social Sciences |
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School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance |
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published_date |
1999-12-31T03:17:28Z |
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1763750391322771456 |
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11.035349 |