A bootstrap approach to test the conditional symmetry in time series models
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- Alicia Pérez Alonso, 2006. "A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models," Working Papers. Serie AD 2006-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Henderson, Daniel J. & Parmeter, Christopher F., 2015. "A consistent bootstrap procedure for nonparametric symmetry tests," Economics Letters, Elsevier, vol. 131(C), pages 78-82.
- Timo Kuosmanen & Mogens Fosgerau, 2009.
"Neoclassical versus Frontier Production Models? Testing for the Skewness of Regression Residuals,"
Scandinavian Journal of Economics,
Wiley Blackwell, vol. 111(2), pages 351-367, June.
- Kuosmanen, Timo & Fosgerau, Mogens, 2009. "Neoclassical versus frontier production models? Testing for the skewness of regression residuals," MPRA Paper 24208, University Library of Munich, Germany.
More about this item
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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