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Nonparametric tests for conditional symmetry in dynamic models

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Author Info
Delgado, Miguel A.
Carlos Escanciano, J.

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4MFTVVP-2/2/840d6da5b6a59596375860edca491efa
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Publisher Info
Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 141 (2007)
Issue (Month): 2 (December)
Pages: 652-682
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Handle: RePEc:eee:econom:v:141:y:2007:i:2:p:652-682

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

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  1. Juan Carlos Escanciano & Carlos Velasco, 2008. "Specification Tests of Parametric Dynamic Conditional Quantiles," Caepr Working Papers 2008-021, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
  2. Philippe Lambert & Sébastien Laurent, 2008. "Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach," ECARES Working Papers 2008_009, Université Libre de Bruxelles, Ecares. [Downloadable!]
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This page was last updated on 2009-12-9.

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