Testing for Symmetry in Weakly Dependent Time Series
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Publisher
Elsevier BV
Reference34 articles.
1. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation;D W K Andrews;Econometrica,1991
2. A Consistent Test for Conditional Symmetry in Time Series Models;J Bai;Journal of Econometrics,2001
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4. Sectoral Investigation of Asymmetries in the Condition Mean Dynamics of the Real U;P V Bidarkota;S. GDP. Studies in Nonlinear Dynamics & Econometrics,1998
5. Robust Tests for the Equality of Variances;M B Brown;Journal of the American Statistical Association,1974
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