A test of symmetry based on L-moments with an application to the business cycles of the G7 economies

DOI10.1016/j.econlet.2020.109662zbMath1457.91294OpenAlexW3098707632MaRDI QIDQ2226924

Andrea Bastianin, Matteo Manera

Publication date: 9 February 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109662

zbMATH Keywords

symmetrybusiness cycleskewnesstime reversibilityL-moments

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

Uses Software

• LMOMENTS

Cites Work

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• Sieve bootstrap for time series
• Bootstraps for time series
• Time reversibility tests of volume-volatility dynamics for stock returns
• A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
• Bootstrap-assisted tests of symmetry for dependent data
• An approximate method for generating asymmetric random variables

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