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Claudio Lupi and Patrizia Ordine
''Testing for asymmetry in economic time series using bootstrap methods''
( 2001, Vol. 3 No.8 )
In this paper we show that phase-scrambling bootstrap offers a natural framework for asymmetry testing in economic time series. A comparison with other bootstrap schemes is also sketched. A Monte Carlo analysis is carried out to evaluate the size and power properties of the phase-scrambling bootstrap-based test.
Keywords: Asymmetric time series
Manuscript Received : Jul 26 2001 Manuscript Accepted : Jul 26 2001

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