Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/4274
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dc.contributor.authorAcquah, Henry De-Graft-
dc.date.accessioned2020-12-10T10:51:37Z-
dc.date.available2020-12-10T10:51:37Z-
dc.date.issued2012-10-11-
dc.identifier.issn23105496-
dc.identifier.urihttp://hdl.handle.net/123456789/4274-
dc.description36p:, ill.en_US
dc.description.abstractThe power of the Granger and Lee (1989) model of asymmetry is examined via bootstrap simulation. The results of the bootstrap simulation indicate that the Granger and Lee model has low power in rejecting the null hypothesis of symmetric adjustments. The power of the test depends on the bootstrap sample size, difference in adjustment speeds and the amount of noise in the data generating process used in the application. With a small bootstrap sample and large noise level the Granger and Lee model display low power in rejecting the null hypothesis of symmetryen_US
dc.language.isoenen_US
dc.publisherUniversity of Cape Coasten_US
dc.subjectBootstrap methodsen_US
dc.subjectAsymmetric adjustmentsen_US
dc.subjectPower testen_US
dc.subjectGrangeren_US
dc.subjectLee model.en_US
dc.titleA bootstrap approach to testing for symmetry in the granger and lee asymmetric error correction modelen_US
dc.typeArticleen_US
Appears in Collections:Department of Agricultural Economics & Extension

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