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A Consistent Nonparametric Test of Symmetry in Linear Regression Models

 

作者: Yanqin Fan,   Ramazan Gencay,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1995）
卷期: Volume 90, issue 430  

页码: 551-557

 

ISSN:0162-1459

 

年代: 1995

 

DOI:10.1080/01621459.1995.10476547

 

出版商: Taylor & Francis Group

 

关键词: Discrepancy measure;Monte Carlo simulation;Nonparametric kernel estimation

 

数据来源: Taylor

 

摘要:

This article proposes aconsistentnonparametric test of the hypothesis that the disturbance in a linear regression model is distributed symmetrically around zero. Simulation results show that the test has good size and power properties for sample sizes as small as 50. We illustrate the use of the test in a cross-country model of inflation and monetary growth.

 

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