A Test for Conditional Symmetry in Time Series Models
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References listed on IDEAS
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- Ruge-Murcia, Francisco J, 2003.
" Inflation Targeting under Asymmetric Preferences,"
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More about this item
Keywordsconditional symmetry; empirical distribution function; kernel estimation; Brownian motion; ARCH/GARCH; nonlinear timeseries;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1998-08-31 (All new papers)
- NEP-ECM-1998-08-31 (Econometrics)
- NEP-ETS-1998-08-31 (Econometric Time Series)
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