A Pearson's test for symmetry with an application to the Spanish business cycle

Contreras Bayarri, Dulce; Belaire Franch, Jorge

doi:10.1007/S101080200048

A Pearson's test for symmetry with an application to the Spanish business cycle

Revista:

Spanish economic review

ISSN: 1435-5469

Año de publicación: 2002

Volumen: 4

Número: 3

Páginas: 221-238

Tipo: Artículo

DOI: 10.1007/S101080200048 DIALNET GOOGLE SCHOLAR

Otras publicaciones en: Spanish economic review

Resumen

Abstract. In this paper, we look for asymmetries in the Spanish business cycle. To that end, we firstly propose an easy nonparametric testing procedure to test for symmetry based on a Pearson's chi-squared statistic, which we call P-test. Then, we test for two popular forms of asymmetry, deepness and steepness, using a battery of nonparametric tests. In addition, we analyse possible complementarities between the tests used in this paper, and we compute p-value adjustments for multiple tests.

Fuente de los datos: Dialnet