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Consistent Specification Testing For Conditional Symmetry


  • Zheng, John Xu


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  • Zheng, John Xu, 1998. "Consistent Specification Testing For Conditional Symmetry," Econometric Theory, Cambridge University Press, vol. 14(01), pages 139-149, February.
  • Handle: RePEc:cup:etheor:v:14:y:1998:i:01:p:139-149_14

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    References listed on IDEAS

    1. Bairam, Erkin I, 1994. "Institutional Affiliation of Contributors to Top Economic Journals, 1985-1990: Communication," Journal of Economic Literature, American Economic Association, vol. 32(2), pages 674-679, June.
    2. Phillips, P.C.B. & Choi, I. & Schochet, P.Z., 1988. "Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986," Econometric Theory, Cambridge University Press, vol. 4(01), pages 1-34, April.
    3. Hall, A. D., 1987. "Worldwide Rankings of Research Activity in Econometrics: 1980–1985," Econometric Theory, Cambridge University Press, vol. 3(02), pages 171-194, April.
    4. Hall, A. D., 1990. "Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988," Econometric Theory, Cambridge University Press, vol. 6(01), pages 1-16, March.
    5. Scott, Loren C & Mitias, Peter M, 1996. "Trends in Rankings of Economics Departments in the U.S.: An Update," Economic Inquiry, Western Economic Association International, vol. 34(2), pages 378-400, April.
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    Cited by:

    1. Lambert, Philippe & Laurent, Sébastien & Veredas, David, 2012. "Testing conditional asymmetry: A residual-based approach," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1229-1247.
    2. Tao Chen & Gautam Tripathi, 2014. "A simple consistent test of conditional symmetry in symmetrically trimmed tobit models," CREA Discussion Paper Series 14-04, Center for Research in Economic Analysis, University of Luxembourg.
    3. E Fe-Rodriguez & C D Orme, 2005. "The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics," The School of Economics Discussion Paper Series 0504, Economics, The University of Manchester.
    4. Marcelo Fernandes & Eduardo Mendes & Olivier Scaillet, 2015. "Testing for symmetry and conditional symmetry using asymmetric kernels," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(4), pages 649-671, August.
    5. Dette, Holger & Hetzler, Benjamin, 2004. "Specification tests indexed by bandwidths," Technical Reports 2004,48, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    6. 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.
    7. Su, Liangjun, 2006. "A simple test for multivariate conditional symmetry," Economics Letters, Elsevier, vol. 93(3), pages 374-378, December.
    8. Aradillas-Lopez, Andres, 2012. "Pairwise-difference estimation of incomplete information games," Journal of Econometrics, Elsevier, vol. 168(1), pages 120-140.
    9. Li, Qi, 1999. "Consistent model specification tests for time series econometric models," Journal of Econometrics, Elsevier, vol. 92(1), pages 101-147, September.
    10. Masayuki Hirukawa & Mari Sakudo, 2016. "Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels," Econometrics, MDPI, Open Access Journal, vol. 4(2), pages 1-27, June.
    11. Zheng, Xu, 2008. "Testing for discrete choice models," Economics Letters, Elsevier, vol. 98(2), pages 176-184, February.
    12. Chen, Songnian, 2000. "Rank estimation of a location parameter in the binary choice model," Journal of Econometrics, Elsevier, vol. 98(2), pages 317-334, October.
    13. Delgado, Miguel A. & Carlos Escanciano, J., 2007. "Nonparametric tests for conditional symmetry in dynamic models," Journal of Econometrics, Elsevier, vol. 141(2), pages 652-682, December.
    14. Chen, Tao & Tripathi, Gautam, 2017. "A simple consistent test of conditional symmetry in symmetrically trimmed tobit models," Journal of Econometrics, Elsevier, vol. 198(1), pages 29-40.
    15. Liangjun Su & Sainan Jin, 2005. "A Bootstrap Test for Conditional Symmetry," Annals of Economics and Finance, Society for AEF, vol. 6(2), pages 251-261, November.

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