DE-GRAFT, ACQUAH HENRY - In: Russian Journal of Agricultural and Socio-Economic Sciences 11 (2012) 3, pp. 33-36
bootstrap simulation indicate that the Granger and Lee model has low power in rejecting the hypothesis of symmetric adjustments … 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 hypothesis of symmetry. …