Tests for asymmetry in possibly nonstationary time series data

Journal of Business and Economic Statistics

Volumn 19, Issue 2, 2001, Pages 233-244

  Shin, Dong Wan ^a   Lee, Oesook ^a  

^a Ewha Womans University   (South Korea)

Author keywords

Asymptotic normality; Bias; Instrumental variable; Momentum threshold autoregressive model; Near nonstationarity; t test; Wald test

Indexed keywords

EID: 0035584016     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500101316970458     Document Type: Article

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