Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062647 | Economics Letters | 2006 | 5 Pages |
Abstract
This paper proposes a simple consistent nonparametric test of multivariate conditional symmetry based on the principle of characteristic functions. The test statistic is shown to be asymptotically normal under the null and consistent against any conditional asymmetric distributions.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Liangjun Su,