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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
)
A bootstrap approach to evaluating the power of the houck’s test for asymmetry
Henry de-Graft, Acquah
(
University of Cape Coast
,
2013-02
)
Using bootstrap method to evaluate the power of tests for non-linearity in asymmetric price relationship
Acquah, Henry De-Graft
(
University of Cape Coast
,
2013-04
)
The role of model complexity and the performance of the selection criteria in asymmetric price transmission models
Acquah, Henry de-Graft
;
Ofosuhene, Patrick
(
University of Cape Coast
,
2013-03
)
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Author
Henry de-Graft, Acquah (2)
Acquah, Henry De-Graft (1)
Acquah, Henry de-Graft (1)
Ofosuhene, Patrick (1)
Subject
Asymmetry (4)
Power test (2)
Bootstrap method (1)
Bootstrap Methods (1)
Complexity (1)
Granger (1)
Houck’s model (1)
Information criteria (1)
Lee Model (1)
Model complexity (1)
... View More
Date Issued
2013 (4)