Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models

DOI10.1080/03610920802455027zbMath1165.62036OpenAlexW2034273996MaRDI QIDQ5321945

Joseph Ngatchou-Wandji

Publication date: 16 July 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802455027

zbMATH Keywords

symmetrytestingfunctional limit theoremheteroscedastic models

Mathematics Subject Classification ID

Related Items (9)

Testing symmetry based on empirical likelihood ⋮ A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models ⋮ Specification tests for the error distribution in GARCH models ⋮ The probability weighted characteristic function and goodness-of-fit testing ⋮ Nonparametric probability weighted empirical characteristic function and applications ⋮ Tests for conditional ellipticity in multivariate GARCH models ⋮ Testing for serial independence in vector autoregressive models ⋮ A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models

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