In statistics and econometrics, asymmetric cointegration describes a long-term relationship between variables where positive and negative shocks to the...

In econometrics, cointegration is a statistical property describing a long-term, stable relationship between two or more time series variables, even if...

2018), with national variation. Business and economics portal Asymmetric cointegration Critical juncture theory – Theory of large, discontinuous changes...

pricing and empirical finance. His contribution to the ARDL model for the cointegration analysis with Mohammad Hashem Pesaran was introduced in the Cambridge...

distinguish the two families, they are referred to below as "symmetric" and "asymmetric"; however, this is not a standard nomenclature. The symmetric generalized...

investigating his Type 3 distributions. It is often applied to slightly asymmetric distributions that resemble a normal distribution but it is not always...

Retrieved 2 April 2022. Granger, Clive W. J. (2004). "Time Series Analysis, Cointegration, and Applications" (PDF). American Economic Review. 94 (3): 421–425...

is the case for a symmetric distribution but can also be true for an asymmetric distribution where one tail is long and thin, and the other is short but...

Aretz, Kevin; Bartram, Söhnke M.; Pope, Peter F. (April–June 2011). "Asymmetric Loss Functions and the Rationality of Expected Stock Returns" (PDF). International...

thus means that such errors exist in the conditional variance. Nonlinear Asymmetric GARCH(1,1) (NAGARCH) is a model with the specification:   σ t 2 =   ω...

Kolm (2004). Financial Modeling of the Equity Market: From CAPM to Cointegration. Hoboken, NJ: Wiley. ISBN 0-471-69900-4. Fabozzi, Frank J.; Petter N...

a ‘well-behaved’ data set, in which publication bias is unlikely. An asymmetric funnel indicates a relationship between treatment effect estimate and...

wrapped Cauchy distribution The wrapped Laplace distribution The wrapped asymmetric Laplace distribution The Dirac comb of period 2π, although not strictly...

Univariate von Mises Wrapped normal Wrapped Cauchy Wrapped exponential Wrapped asymmetric Laplace Wrapped Lévy Bivariate (spherical) Kent Bivariate (toroidal) Bivariate...

11: Minimum Message Length, MDL and Generalised Bayesian Networks with Asymmetric Languages". In Grunwald, P.; Pitt, M. A.; Myung, I. J. (eds.). Advances...

parallelization of software is a significant ongoing topic of research. Cointegration of multiprocessor applications provides flexibility in network architecture...

ISBN 978-0-19-920613-1. Pearson, Karl (1894). "On the dissection of asymmetrical frequency curves". Philosophical Transactions of the Royal Society A...

time series with common trends (cointegration)" University of Nottingham University of California, San Diego Cointegration, Granger causality 2004 Finn E...

pictured on the right and colored in green. One-tailed tests are used for asymmetric distributions that have a single tail, such as the chi-squared distribution...

(2016-04-27). "The profitability of pairs trading strategies: distance, cointegration and copula methods". Quantitative Finance. 16 (10): 1541–1558. doi:10...

earliest tests for normality. The Lin–Mudholkar test specifically targets asymmetric alternatives. The Jarque–Bera test is itself derived from skewness and...

they are used in experimental or survey work. The ratio estimates are asymmetrical and symmetrical tests such as the t test should not be used to generate...

example, for two independent samples when the data distributions are asymmetric (that is, the distributions are skewed) or the distributions have large...

an asymmetrical measure of association, which can be expressed as U ( X | Y ) ≠ U ( Y | X ) {\displaystyle U(X|Y)\neq U(Y|X)} . This asymmetrical property...

functions. Two-sample KS tests have been applied in economics to detect asymmetric effects and to study natural experiments. While the Kolmogorov–Smirnov...

and median are significantly different, or more generally when it is asymmetric. The kurtosis of a frequency distribution is a measure of the proportion...

p ) ) . {\displaystyle g(p)=\log(-\log(1-p)).} This link function is asymmetric and will often produce different results from the logit and probit link...

asymmetry is important in applications. Accordingly, one often refers asymmetrically to the divergence "of q from p" or "from p to q", rather than "between...

(lady tasting tea) example was a one-tailed test. The null hypothesis was asymmetric. The probability of guessing all cups correctly was the same as guessing...

distribution should not be confused with the skew normal distribution or another asymmetric version. Indeed, the distribution here is a special case of a bi-Gaussian...