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We derive nonparametric tests of symmetry using asymmetric kernels with either shrinkingor fixed bandwidths. We show how to extend the approach to examine conditional symmetry byderiving conditions under which our tests are applicable to residuals from semiparametric modelswith a (sufficiently...
Persistent link: https://www.econbiz.de/10009419009
We derive nonparametric tests of symmetry using asymmetric kernels with either shrinking or fixed bandwidths. We show how to extend the approach to examine conditional symmetry by deriving conditions under which our tests are applicable to residuals from semiparametric models with a...
Persistent link: https://www.econbiz.de/10009376802
We derive nonparametric tests of symmetry using asymmetric kernels with either shrinking or fixed bandwidths. We show how to extend the approach to examine conditional symmetry by deriving conditions under which our tests are applicable to residuals from semiparametric models with a...
Persistent link: https://www.econbiz.de/10009295709