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Volumn 3, Issue 1, 2001, Pages

Testing for asymmetry in economic time series using bootstrap methods

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EID: 36749043217     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (1)

References (17)
  • 1
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    • A Post-Keynesian Approach, M.E. Sharpe: Armonk, N.Y
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    • (1983)
    • Blatt, J.M.1
  • 5
    • 84890844221 scopus 로고    scopus 로고
    • Bootstrap Methods and their Application, Cambridge University Press: Cambridge
    • Davidson, A.C., and D.Y Hinkley (1997) Bootstrap Methods and their Application, Cambridge University Press: Cambridge.
    • (1997)
    • Davidson, A.C.1    Hinkley, D.Y.2
  • 6
    • 0003198518 scopus 로고
    • Are business cycles symmetrical?
    • Continuity and Change by R.J. Gordon, Ed., NBER Studies in Business Cycle, Vol. 25, University of Chicago Press: Chicago
    • De Long, J.B., and L.H. Summers (1986): "Are business cycles symmetrical?" in The American Business Cycle: Continuity and Change by R.J. Gordon, Ed., NBER Studies in Business Cycle, Vol. 25, University of Chicago Press: Chicago.
    • (1986) in The American Business Cycle
    • De Long, J.B.1    Summers, L.H.2
  • 7
    • 0003929052 scopus 로고
    • A Contribution to the Theory of the Trade Cycle
    • Oxford University Press: Oxford
    • Hicks, J.R. (1950) A Contribution to the Theory of the Trade Cycle, Oxford University Press: Oxford.
    • (1950)
    • Hicks, J.R.1
  • 10
    • 0002025015 scopus 로고
    • Tests for departure from normality in the case of linear stochastic processes
    • Lomnicki, Z.A. (1961) "Tests for departure from normality in the case of linear stochastic processes" Metrika 4, 37-62.
    • (1961) Metrika , vol.4 , pp. 37-62
    • Lomnicki, Z.A.1
  • 11
    • 0001636028 scopus 로고
    • Testing Linearity of Economic Time Series against Cyclical Asymmetry
    • Luukkonen, R., and T. Terasvirta (1991) "Testing Linearity of Economic Time Series against Cyclical Asymmetry" Annales d'Economie et de Statistique No. 20/21, 125-142.
    • (1991) Annales d'Economie et de Statistique No , vol.20-21 , pp. 125-142
    • Luukkonen, R.1    Terasvirta, T.2
  • 12
    • 0000894103 scopus 로고
    • Testing Linearity against Smooth Transition Autoregressive Models
    • Luukkonen, R., P Saikkonen, and T. Terasvirta (1988) "Testing Linearity against Smooth Transition Autoregressive Models" "75, 491-499.
    • (1988) Biometrika , vol.75 , pp. 491-499
    • Luukkonen, R.1    Saikkonen, P.2    Terasvirta, T.3
  • 14
    • 43549096463 scopus 로고
    • Are economic time series asymmetric over the business cycle?
    • Neftci, S.N. (1984) "Are economic time series asymmetric over the business cycle?" "of Political Economy 92, 307-28.
    • (1984) Journal of Political Economy , vol.92 , pp. 307-328
    • Neftci, S.N.1
  • 15
    • 85054187927 scopus 로고
    • Business cycle asymmetry: a deeper look
    • Boards of Governors of the Federal System Economic Activity Section Washington DC Working papern. 93
    • Sichel, D. (1991) "Business cycle asymmetry: a deeper look" Boards of Governors of the Federal System, Economic Activity Section, Washington D.C., Working paper n.93.
    • (1991)
    • Sichel, D.1
  • 16
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    • Using surrogate data to detect nonlinearity in time series
    • Nonlinear Modeling and Forecasting by M. Casdagli and S. Eubank, Eds., Santa Fe Institute Studies in the Science of Complexity Series, Addison Wesley: New York
    • Theiler, J., B. Galdrikian, A. Longtin, S. Eubank, and J.D. Farmer (1992) "Using surrogate data to detect nonlinearity in time series" in Nonlinear Modeling and Forecasting by M. Casdagli and S. Eubank, Eds., Santa Fe Institute Studies in the Science of Complexity Series, Addison Wesley: New York.
    • (1992)
    • Theiler, J.1    Galdrikian, B.2    Longtin, A.3    Eubank, S.4    Farmer, J.D.5


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.