A Consistent Nonparametric Test of Symmetry in Linear Regression Models
提出一种检验线性回归模型扰动项是否关于零对称的一致非参数方法，模拟显示样本量50时表现良好，并用于跨国通胀与货币增长模型。
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.