A bootstrap test for conditional symmetry

A bootstrap test for conditional symmetry

This paper proposes a simple consistent non-parametric test of conditional symmetry based on the principle of characteristic functions. The test statistic is shown to be asymptotically normal under the null hypothesis of conditional symmetry and consistent against any conditional asymmetric distribu...

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書目詳細資料
Main Authors:	SU, Liangjun, JIN, Sainan
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2005
主題:	Bootstrap; Conditional symmetry; Characteristic function; Test; U-statistics. Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/2040 https://ink.library.smu.edu.sg/context/soe_research/article/3039/viewcontent/Bootstrap__1_.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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