Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A consistent test for conditional symmetry in time series models
- A note on testing symmetry of the error distribution in linear regression models
- A note on testing symmetry with estimated parameters
- Adaptive estimation of regression models via moment restrictions
- Adaptive maximum likelihood estimators of a location parameter
- Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models
- Asymptotic distribution of a Cramer-von Mises type statistic for testing symmetry when the center is estimated
- Asymptotically efficient adaptive rank estimates in location models
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Checking nonlinear heteroscedastic time series models
- Computing the distribution of quadratic forms in normal variables
- Estimation in a class of nonlinear heteroscedastic time series models
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- Least absolute deviations estimation for ARCH and GARCH models
- Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
- On adaptive estimation
- On adaptive estimation in stationary ARMA processes
- Residual analysis for \(\text{ARCH}(p)\)-time series.
- Semiparametric efficiency bounds in dynamic non‐linear systems under elliptical symmetry
- Testing for symmetry in multivariate distributions
- Testing symmetry in nonparametric regression models
- Testing symmetry of an unknown density function by kernel method
- The geometric ergodicity and existence of moments for a class of nonlinear time series model
Cited in
(17)- The probability weighted characteristic function and goodness-of-fit testing
- Testing the Error Components Model with Non-Normal Disturbances
- scientific article; zbMATH DE number 5717451 (Why is no real title available?)
- A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models
- A Consistent Nonparametric Test of Symmetry in Linear Regression Models
- Specification tests for the error distribution in GARCH models
- Testing symmetry of model errors for non linear multiplicative distortion measurement error models
- Testing for serial independence in vector autoregressive models
- Testing symmetry based on empirical likelihood
- On testing for \textit{weak change} in the conditional mean of a class of nonlinear heteroscedastic models
- Nonparametric probability weighted empirical characteristic function and applications
- Testing for symmetric error distribution in nonparametric regression models
- Comments on: ``An updated review of goodness-of-fit tests for regression models
- A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models
- Efficient testing and estimation in two Lehmann alternatives to symmetry-at-zero models
- Tests for conditional ellipticity in multivariate GARCH models
- Tests for validity of the semiparametric heteroskedastic transformation model
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