A bootstrap approach to test the conditional symmetry in time series models

Computational Statistics and Data Analysis

Volumn 51, Issue 7, 2007, Pages 3484-3504

  Pérez Alonso, Alicia ^a  

^a EUROPEAN UNIVERSITY INSTITUTE   (Italy)

Author keywords

Bootstrap; Conditional symmetry; Monte Carlo simulation; Near epoch dependence; Nonparametric tests

Indexed keywords

COMPUTER SIMULATION; DATA REDUCTION; MONTE CARLO METHODS; REGRESSION ANALYSIS;

BOOTSTRAP PROCEDURE; CONDITIONAL SYMMETRY; NEAR EPOCH DEPENDENCE; NONPARAMETRIC TESTS;

TIME SERIES ANALYSIS;

EID: 33847408386     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.12.008     Document Type: Article

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