Testing for Symmetry in Weakly Dependent Time Series

Author:

Hartigan Luke

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

3. Tests for Skewness, Kurtosis, and Normality for Time Series Data;J Bai;Journal of Business & Economic Statistics,2005

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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