A simple consistent test of conditional symmetry in symmetrically trimmed tobit models
نویسندگان
چکیده
منابع مشابه
A bootstrap approach to test the conditional symmetry in time series models
for their hospitality during my stay as a Marie Curie fellowship. This paper was partly written there. A previous version of this paper was entitled "Tests for symmetry of regression errors". ABSTRACT This paper discusses how to test for conditional symmetry in time series regression models. To that end, we utilize the Bai and Ng test. We also examine the performance of some popular (unconditio...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2017
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2016.12.003