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Applied Economics Letters Volume 6, 1999 - Issue 7

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Original Articles

Nonsymmetric error correction revisited

STEVEN COOK

Pages 467-470 | Published online: 07 Oct 2010

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https://doi.org/10.1080/135048599353014

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Cook , S. , Holly , S. and Turner , P. 1998 . DHSY revisited: the role of asymmetries . Applied Economics , 31 ( 7 ) : 775 – 778 .
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Granger , C. W. J. and Lee , T. H. 1989 . Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models . Journal of Applied Econometrics , 4 : S145 – S1459 .
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