Abstract
This paper proposes a bootstrap algorithm for testing symmetry of a univariate density. Validity of the bootstrap procedure is shown theoretically as well as via simulations. Three empirical examples demonstrate the versatility of the test in practice.
•Symmetry important economically and statistically.•Propose bootstrap procedure for nonparametric test of symmetry.•Demonstrate consistency of bootstrap procedure.•Testing approach displays impressive performance.•Empirical examples highlight the appeal of this test in practice.
