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Computational Economics
Volumn 15, Issue 3, 2000, Pages 223-226
The power of tests for non-linearity: The Escribano-Pfann model
Author keywords

Asymmetry; Monte Carlo
Indexed keywords

EID: 0005341008     PISSN: 09277099     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008751607616     Document Type: Article
Times cited : (4)
References (4)
  • 1
    • 0033484411 scopus 로고    scopus 로고
    • The power of tests for non-linearity: The case of Granger-Lee asymmetry
    • Cook, S., Holly, S. and Turner, P. (1999a). The power of tests for non-linearity: the case of Granger-Lee asymmetry, Econom. Lett., 62, 155-159.
    • (1999) Econom. Lett. , vol.62 , pp. 155-159
    • Cook, S.1    Holly, S.2    Turner, P.3
  • 2
    • 0032843967 scopus 로고    scopus 로고
    • DHSY revisited: The role of asymmetries
    • Cook, S., Holly, S. and Turner, P. (1999b). DHSY revisited: the role of asymmetries, Appl. Econom., 31, 775-778.
    • (1999) Appl. Econom. , vol.31 , pp. 775-778
    • Cook, S.1    Holly, S.2    Turner, P.3
  • 3
    • 0032036580 scopus 로고    scopus 로고
    • Nonlinear error correction, asymmetric adjustment and cointegration
    • Escribano, A. and Pfann, G. (1998). Nonlinear error correction, asymmetric adjustment and cointegration, Econom. Model., 15, 196-216.
    • (1998) Econom. Model. , vol.15 , pp. 196-216
    • Escribano, A.1    Pfann, G.2
  • 4
    • 84986349431 scopus 로고
    • Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models
    • Granger, C.W.J. and Lee, T.-H. (1989). Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models, J. Appl. Econometrics, 4, S145-S159.
    • (1989) J. Appl. Econometrics , vol.4
    • Granger, C.W.J.1    Lee, T.-H.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.