Nonparametric tests for conditional symmetry in dynamic models

Journal of Econometrics

Volumn 141, Issue 2, 2007, Pages 652-682

  Delgado, Miguel A ^a   Carlos Escanciano, J ^b  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

^b INDIANA UNIVERSITY   (United States)

Author keywords

Bootstrap; Conditional distributions; Empirical processes; Omnibus tests; Symmetry tests; Time series

Indexed keywords

FUNCTIONS; MONTE CARLO METHODS; TIME SERIES ANALYSIS;

CONDITIONAL DISTRIBUTIONS; EMPIRICAL PROCESSES; OMNIBUS TESTS; SYMMETRY TESTS;

DYNAMIC MODELS;

EID: 34948837877     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2006.10.011     Document Type: Article

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