Tests for asymmetry in possibly nonstationary time series data

Mathematics

• Non-stationary Time Series 100%
• Time Series Data 84%
• Asymmetry 79%
• Ordinary Least Squares Estimator 39%
• Adjustment 30%
• Nonstationarity 26%
• Wald Test 26%
• Chi-squared 24%
• Stationarity 21%
• Threshold Autoregressive Model 15%
• Stationary Time Series 12%
• Instrumental Variables 12%
• Interest Rates 12%
• Estimator 11%
• t-test 11%
• Monte Carlo Study 11%
• Momentum 9%
• Biased 9%
• Monte Carlo Simulation 8%
• Random walk 8%
• Evidence 8%
• Alternatives 6%

Business & Economics

• Non-stationary Time Series 99%
• Asymmetry 68%
• Time Series Data 66%
• Least Squares Estimator 37%
• Nonstationarity 37%
• Ordinary Least Squares 28%
• Wald Test 26%
• Data Generating Process 24%
• Stationarity 22%
• Monte Carlo Simulation 15%
• Stationary Time Series 15%
• Interest Rates 14%
• Threshold Autoregressive Model 13%
• Asymmetric Adjustment 13%
• Instrumental Variables Estimator 13%
• Monte Carlo Study 11%
• Random Walk 10%
• T-test 10%
• Momentum 9%
• Estimator 7%
• Alternatives 4%

Social Sciences

• time series 74%
• asymmetry 70%
• interest rate 9%
• simulation 5%
• evidence 2%