Nonparametric tests for conditional symmetry

DOI10.1016/j.jeconom.2018.06.010zbMath1452.62308OpenAlexW2852089015MaRDI QIDQ1792455

Xiaojun Song, Miguel A. Delgado

Publication date: 12 October 2018

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.06.010

zbMATH Keywords

smoothingpermutationconditional symmetrynonparametric testingtime series data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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