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Neumeyer, Natalie
Dette, Holger
Nagel, Eva-Renate
Year of Publication: 
Series/Report no.: 
Technical Report 2003,25
In the classical linear regression model the problem of testing for symmetry of the error distribution is considered. The test statistic is a functional of the difference between the two empirical distribution functions of the estimated residuals and their counterparts with opposite signs. The weak convergence of the difference process to a Gaussian process is established. The covariance structure of this process depends heavily on the density of the error distribution, and for this reason the performance of a symmetric wild bootstrap procedure is discussed in asymptotic theory and by means of a simulation study.
goodness-of-fit tests
testing for symmetry
empirical process of residuals
linear model
Document Type: 
Working Paper

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