- linear - Taylor rules, and test for conditional symmetry using the procedures presented in Bai and Ng (2001a). The results …

This paper discusses how to test for conditional symmetry in time seriesregression models. To that end, we utilize the …

- linear - Taylor rules, and test for conditional symmetry using the procedures presented in Bai and Ng (2001a). The results …

This paper proposes a simple consistent nonparametric test of conditional symmetry based on the principle of … characteristic functions. The test statistic is shown to be asymptotically normal under the null hypothesis of conditional symmetry …

from these raters. Symmetry and conditional symmetry models are models designed for square tables like the one arising from … the raters results. Conditional symmetry model which possessed an extra parameter for the off-diagonal cells is a special … case to symmetry. In this research work, we examined the effect of the extra parameter introduced by conditional symmetry …

The assumption of conditional symmetry is often invoked to validate adaptive estimation and consistent estimation of … ARCH/GARCH models by quasi maximum likelihood. Imposing conditional symmetry can increase the efficiency of bootstraps if … the symmetry assumption is valid. This paper proposes a procedure for testing conditional symmetry. The proposed test does …