Consistent specification testing for conditional symmetry

Econometric Theory

Volumn 14, Issue 1, 1998, Pages 139-149

  Zheng, John Xu ^a,b  

^a UNIVERSITY OF TEXAS   (United States)

^b UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 17944365013     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466698141063     Document Type: Article

References (21)

1. Doksum, K.A., G. Fenstad, & R. Aaberge (1977) Plots and tests for symmetry. Biometrika 64, 473-487.
2. Gastwirth, J.L. (1971) On the sign test for symmetry. Journal of the American Statistical Association 66, 821-823.
3. Gupta, M.K. (1967) An asymptotically nonparametric test of symmetry. Annals of Mathematical Statistics 38, 849-866.
4. Hall, P. (1984) Central limit theorem for integrated square error of multi variate nonparametric density estimators. Journal of Multivariate Analysis 14, 1-16.
5. Härdle, W. (1990) Applied Nonparametric Regression. Cambridge: Cambridge University Press.
6. Manski, C. (1984) Adaptive estimation of nonlinear regression models. Econometric Reviews 3, 145-194.
7. Newey, W.K. (1988) Adaptive estimation of regression models via moment restrictions. Journal of Econometrics 38, 301-339.
8. Newey, W.K. (1990) Semiparametric efficiency bounds. Journal of Applied Econometrics 5, 99-135.
9. Newey, W.K. (1991) Efficient estimation of Tobit models under conditional symmetry. In W.A. Barnett, J.L. Powell, & G. Tauchen (eds.), Nonparametric and Semiparametric Methods in Econometrics and Statistics, pp. 291-336. Cambridge: Cambridge University Press.
10. Newey, W.K. & J.L. Powell (1987) Asymmetric least squares estimation and testing. Econometrica 55, 819-847.
11. Powell, J.L. (1986a) Symmetrically trimmed least squares estimation for Tobit models. Econometrica 54, 1435-1460.
12. Powell, J.L. (1986b) Censored regression quantiles. Journal of Econometrics 32, 143-155.
13. Powell, J.L., J.H. Stock, & T.M. Stoker (1989) Semiparametric estimation of index coefficients. Econometrica 57, 1403-1430.
14. Prakasa Rao, B.L.S. (1983) Nonparametric Functional Estimation. Orlando: Academic Press.
15. Ramberg, J.S. & B.W. Schmeiser (1974) An approximate method for generating asymmetric random variables. Communications of the Association for Computing Machinery 17, 78-82.
16. Randles, R.H., M.A. Fligner, G.E. Policello, & D.A. Wolfe (1980) An asymptotically distribution-free test for symmetry versus asymmetry. Journal of the American Statistical Association 75, 168-172.
17. Sherman, R.P. (1994) Maximal inequalities for degenerate U-processes with applications to optimization estimators. Annals of Statistics 22, 439-459.
18. Zheng, J.X. (1994) A Specification Test of Conditional Parametric Distributions Using Kernel Estimation Methods. Manuscript, University of Texas at Austin.
19. Zheng, J.X. (1996a) A consistent test of functional form via nonparametric estimation techniques. Journal of Econometrics 75, 263-289.
20. Zheng, J.X. (1996b) A Consistent Nonparametric Test of Heteroskedasticity. Manuscript, University of Texas at Austin.
21. Zheng, J.X. (1998) A consistent nonparametric test of parametric regression models under conditional quantile restrictions. Econometric Theory, 14, 123-138.