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The identification of reporting accuracies from mirror data
Cate, Arie ten - In: Jahrbücher für Nationalökonomie und Statistik 234 (2014) 1, pp. 70-84
Persistent link: https://www.econbiz.de/10010232363
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Testing for symmetry in weakly dependent time series
Hartigan, Luke - 2016
Persistent link: https://www.econbiz.de/10011783170
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Testing conditional mean independence under symmetry
Chen, Tao; Ji, Yuanyuan; Zhou, Yahong; Zhu, Pingfang - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 615-627
Persistent link: https://www.econbiz.de/10012249219
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An intuitive skewness-based symmetry test applicable to stationary time series data
Hartigan, Luke - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-17
Persistent link: https://www.econbiz.de/10012198490
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Bootstrap-assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.; Vávra, Márian - 2018
Persistent link: https://www.econbiz.de/10011903680
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Bootstrap assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.; Vávra, Marián - 2018
Persistent link: https://www.econbiz.de/10012134646
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Using triples to assess symmetry under weak dependence
Psaradakis, Zacharias G.; Vávra, Marián - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1538-1551
Persistent link: https://www.econbiz.de/10013540370