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Nonparametric tests for conditional symmetry
Delgado, Miguel A.; Song, Xiaojun - In: Journal of econometrics 206 (2018) 2, pp. 447-471
Persistent link: https://www.econbiz.de/10012110404
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A test of symmetry based on L-moments with an application to the business cycles of the G7 economies
Bastianin, Andrea; Manera, Matteo - In: Economics letters 198 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012605747
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Bootstrap-assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.; Vávra, Márian - 2018
Persistent link: https://www.econbiz.de/10011903680
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Bootstrap assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.; Vávra, Marián - 2018
Persistent link: https://www.econbiz.de/10012134646
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An intuitive skewness-based symmetry test applicable to stationary time series data
Hartigan, Luke - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-17
Persistent link: https://www.econbiz.de/10012198490
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Testing for symmetry in weakly dependent time series
Hartigan, Luke - 2016
Persistent link: https://www.econbiz.de/10011783170
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A test of time reversibility based on L-moments with an application to the business cycles of the G7 economies
Bastianin, Andrea; Manera, Matteo - 2020
Persistent link: https://www.econbiz.de/10012320312
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Spectral characterizations of complex unit gain graphs
Wissing, Pepijn - 2022
Persistent link: https://www.econbiz.de/10014285239