A Consistent Nonparametric Test of Symmetry in Linear Regression Models
- 1 June 1995
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 90 (430) , 551
- https://doi.org/10.2307/2291066
Abstract
This article proposes a consistent nonparametric 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.Keywords
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