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- W1569012723 abstract "The Enders and Granger (1998) unit-root test against stationary alternatives with asymmetric adjustment is applied to the extended Nelson and Plosser dataset. The test rejects roughly as frequently as does the ADF test on these data. In only one of these cases, for the S&P500 index, does further testing suggest that the adjustment mechanism is asymmetric." @default.
- W1569012723 created "2016-06-24" @default.
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- W1569012723 date "1999-03-01" @default.
- W1569012723 modified "2023-09-27" @default.
- W1569012723 title "Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric" @default.
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