On Using Triples to Assess Symmetry Under Weak Dependence

Zacharias Psaradakis and Marian Vavra ()

No WP 7/2020, Working and Discussion Papers from Research Department, National Bank of Slovakia

Abstract: The problem of assessing symmetry about an unspecified center of the onedimensional marginal distribution of strictly stationary random processes is considered. A well-known U-statistic based on data triples is used to detect deviations from symmetry, allowing the underying process to satisfy suitable mixing or nearepoch dependence conditions. We suggest using subsampling for inference on the target parameter, establish the asymptotic validity of the method in our setting, and discuss data-driven rules for selecting the size of subsamples. The small-sample properties of the proposed procedures are examined by means of Monte Carlo simulations and an application to real output growth rates is also presented.

JEL-codes: C12 C22 (search for similar items in EconPapers)
Pages: 32 pages
Date: 2020-12
New Economics Papers: this item is included in nep-ecm and nep-ore
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Journal Article: Using Triples to Assess Symmetry Under Weak Dependence (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:svk:wpaper:1075

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