Yi-Ting, Chen; Chang-Ching, Lin - In: Studies in Nonlinear Dynamics & Econometrics 12 (2008) 2, pp. 1-40
In this paper, by using a generalized asymmetry measure with the heteroskedasticity autocorrelation consistent estimation method and a long-run variance eliminating method, we propose two generalized symmetry tests in the presence of unknown distributions and serial dependence. The proposed...