Browsing by Author "Henry de-Graft, Acquah"

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A bootstrap approach to evaluating the power of the houck’s test for asymmetry

Henry de-Graft, Acquah (University of Cape Coast, 2013-02)

The power of the conventional Houck’s model of asymmetry is examined via parametric bootstrap simulation. The results of the bootstrap simulations indicate that the Houck’s model has low power in rejecting the null of ...
A comparison of bootstrap and monte carlo approaches to testing for symmetry in the granger and lee error correction model

Henry de-Graft, Acquah (University of Cape Coast, 2013-05)

In this paper, I investigate the power of the Granger and Lee model of asymmetry via bootstrap and Monte Carlo techniques. The simulation results indicate that sample size, level of asymmetry and the amount of noise in ...

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