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The power of tests for non-linearity: the case of Granger-Lee asymmetry

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Author Info
Cook, Steven
Holly, Sean
Turner, Paul

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File URL: http://www.sciencedirect.com/science/article/B6V84-3Y8WGTG-T/2/e1d7e74692bcc0f639de708c8f54bb5d
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 62 (1999)
Issue (Month): 2 (February)
Pages: 155-159
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Handle: RePEc:eee:ecolet:v:62:y:1999:i:2:p:155-159

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  2. Sean Holly & Paul Turner & Melvyn Weeks, 2003. "Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression," Computational Economics, Springer, vol. 21(3), pages 195-202, June. [Downloadable!] (restricted)
  3. M. Galeotti & Alessandro Lanza & M. Manera, 2001. "Rockets and feathers revisited: an international comparison on European gasoline markets," Working Paper CRENoS 200112, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
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  4. Ana María Iregui & Jesús Otero, 2003. "On the dynamics of unemployment in a developing economy: Colombia," Applied Economics Letters, Taylor and Francis Journals, vol. 10(14), pages 895-898, November. [Downloadable!] (restricted)
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  5. Luisa Corrado & Sean Holly, 2003. "Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output," CEIS Research Paper 37, Tor Vergata University, CEIS. [Downloadable!]
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  6. Steven Cook, 2003. "A sensitivity analysis of threshold determination for asymmetric error correction models," Applied Economics Letters, Taylor and Francis Journals, vol. 10(10), pages 611-616, August. [Downloadable!] (restricted)
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