Novel symmetry tests in regression models based on Gini mean difference

Hend Auda ()

METRON, 2013, vol. 71, issue 1, 32 pages

Abstract: This article proposes two new tests of symmetry based on the Gini mean difference. The symmetry hypothesis of the disturbance in a linear regression model around zero was analyzed using the proposed tests. A Monte Carlo simulation study shows that the tests have good size and power properties for sample sizes as small as 30. The symmetry of the error term in a cross county model of Gini index as a measure of income inequality and consumer price inflation was studied by the proposed tests. Copyright Sapienza Università di Roma 2013

Keywords: Symmetry; Gini mean difference; Simulation; Cross country model (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s40300-013-0004-1

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