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

DOI10.1016/S0165-1765(98)00208-0zbMath0918.90036OpenAlexW2089942506WikidataQ128054514 ScholiaQ128054514MaRDI QIDQ1285515

K. Appert

Publication date: 28 April 1999

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(98)00208-0

zbMATH Keywords

Monte Carlo simulationsasymmetric adjustment

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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