A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models

DOI10.1016/J.JECONOM.2016.12.003zbMATH Open1456.62084OpenAlexW2582570636MaRDI QIDQ2294510FDOQ2294510

Authors Tao Chen, Gautam Tripathi

Publication date 11 February 2020

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL http://wwwfr.uni.lu/content/download/69320/872097/file/2014-04_A%20simple%20consitent%20test%20%20GT.pdf

zbMATH Keywords

conditional symmetryconsistent testTobit modelssymmetric trimming

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 88838 (Why is no real title available?)
• scientific article; zbMATH DE number 895432 (Why is no real title available?)
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• A Consistent Conditional Moment Test of Functional Form
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• A non-parametric test of the symmetry of PSID wage--change distributions
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• Adaptive estimation of regression models via moment restrictions
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• Bootstrap Approximations in Model Checks for Regression
• Censored regression quantiles
• Comparing nonparametric versus parametric regression fits
• Consistent specification testing for conditional symmetry
• Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
• Monopoly Power and Distribution in Fragmented Markets: The Case of Groundwater
• Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
• Nonparametric tests for conditional symmetry in dynamic models
• On adaptive estimation
• Specification tests for distributional assumptions in the Tobit model
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Testing conditional symmetry without smoothing
• Testing for symmetric error distribution in nonparametric regression models
• Testing symmetry of an unknown density function by kernel method
• Weak convergence and empirical processes. With applications to statistics

Cited in

(4)

• Correcting for Endogeneity in Models with Bunching
• Semiparametric estimation of censored spatial autoregressive models
• Pairwise distance-based tests for conditional symmetry
• Testing conditional symmetry without smoothing

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