Testing for symmetric error distribution in nonparametric regression models
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References listed on IDEAS
- 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.
- Yao, Qiwei & Hyndman, Rob J., 2002. "Nonparametric estimation and symmetry tests for conditional density functions," LSE Research Online Documents on Economics 6092, London School of Economics and Political Science, LSE Library.
- Koziol, James A., 1985. "A note on testing symmetry with estimated parameters," Statistics & Probability Letters, Elsevier, vol. 3(4), pages 227-230, July.
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- 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.
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Keywordsempirical process of residuals; testing for symmetry; nonparametric regression;
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