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The power of tests for nonlinearity: The case of Granger-Lee asymmetry - MaRDI portal

The power of tests for nonlinearity: The case of Granger-Lee asymmetry (Q1285515)

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scientific article; zbMATH DE number 1281038
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English
The power of tests for nonlinearity: The case of Granger-Lee asymmetry
scientific article; zbMATH DE number 1281038

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    The power of tests for nonlinearity: The case of Granger-Lee asymmetry (English)
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    28 April 1999
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    asymmetric adjustment
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    Monte Carlo simulations
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    Identifiers