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A simple test for multivariate conditional symmetry

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  • Su, Liangjun

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File URL: http://www.sciencedirect.com/science/article/B6V84-4M6RYS4-1/2/07399f21d6c714d39a66b6c7a0ef8cbd
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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 93 (2006)
Issue (Month): 3 (December)
Pages: 374-378

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Handle: RePEc:eee:ecolet:v:93:y:2006:i:3:p:374-378

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Web page: http://www.elsevier.com/locate/ecolet

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  1. Gooijer, Jan G. De & Gannoun, Ali, 2000. "Nonparametric conditional predictive regions for time series," Computational Statistics & Data Analysis, Elsevier, vol. 33(3), pages 259-275, May.
  2. Hyndman, R.J. & Yao, Q., 1998. "Nonparametric Estimation and Symmetry Tests for Conditional Density Functions," Monash Econometrics and Business Statistics Working Papers 17/98, Monash University, Department of Econometrics and Business Statistics.
  3. Hall, Peter, 1984. "Central limit theorem for integrated square error of multivariate nonparametric density estimators," Journal of Multivariate Analysis, Elsevier, vol. 14(1), pages 1-16, February.
  4. Bai, Jushan & Ng, Serena, 2001. "A consistent test for conditional symmetry in time series models," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 225-258, July.
  5. Wolfgang Polonik & Qiwei Yao, 2000. "Conditional minimum volume predictive regions for stochastic processes," LSE Research Online Documents on Economics 6311, London School of Economics and Political Science, LSE Library.
  6. Zheng, John Xu, 1998. "Consistent Specification Testing For Conditional Symmetry," Econometric Theory, Cambridge University Press, vol. 14(01), pages 139-149, February.
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Cited by:
  1. Nadarajah, Saralees & Chan, Stephen & Afuecheta, Emmanuel, 2013. "On the characteristic function for asymmetric Student t distributions," Economics Letters, Elsevier, vol. 121(2), pages 271-274.

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