The power of tests for non-linearity: the case of Granger-Lee asymmetry
| Year of publication: |
1999
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|---|---|
| Authors: | Cook, Steven ; Holly, Sean ; Turner, Paul |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 62.1999, 2, p. 155-160
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