Pages that link to "Item:Q374745"
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The following pages link to Testing normality in econometric models (Q374745):
Displaying 12 items.
- Testing normality: a GMM approach (Q261889) (← links)
- On generalised asymmetric stochastic volatility models (Q429633) (← links)
- Robust vs. OLS estimation of the market model: implications for event studies (Q1583427) (← links)
- On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (Q1927501) (← links)
- Testing for normality in a probit model with double selection. (Q1960673) (← links)
- Wavelet-based detection of outliers in financial time series (Q2445711) (← links)
- A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY (Q2976208) (← links)
- Using simulation methods for bayesian econometric models: inference, development,and communication (Q4237828) (← links)
- Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality (Q5074248) (← links)
- A robust closed-form estimator for the GARCH(1,1) model (Q5222426) (← links)
- Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability (Q5860242) (← links)
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (Q5943791) (← links)
