The Power of Tests for Non-Linearity: The Escribano–Pfann Model

The power of the recently proposed Escribano–Pfann (1998) model of asymmetry is examined via Monte Carlo simulation. As found previously for an alternative asymmetric model, the power of this model is seen to be low.

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Year of publication:	2000
Authors:	Cook, Steven ; Holly, Sean ; Turner, Paul
Published in:	Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 15.2000, 3, p. 223-226
Publisher:	Society for Computational Economics - SCE
Subject:	Monte Carlo \| asymmetry

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005674170