Testing normality: a GMM approach (Q261889)

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Language	Label	Description	Also known as
English	Testing normality: a GMM approach	scientific article

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scholarly article

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Testing normality: a GMM approach (English)

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Christian Bontemps

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Journal of Econometrics

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publication date

24 March 2016

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full work available at URL

https://cirano.qc.ca/files/publications/2002s-63.pdf

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zbMATH Keywords

Stein equation

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Hermite polynomials

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parameter uncertainty

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HAC

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Slowly Decaying Correlations, Testing Normality, Nuisance Parameters

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Generalized autoregressive conditional heteroscedasticity

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Testing normality: a GMM approach

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Generalized method of moments specification testing

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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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Stochastic processes and orthogonal polynomials

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Convergence of integrated processes of arbitrary Hermite rank

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Diagnostic testing and evaluation of maximum likelihood models

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Maximum Likelihood Estimation of Misspecified Models

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Some Large-Sample Tests for Nonnormality in the Linear Regression Model

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Identifiers

zbMATH Open document ID

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10.1016/j.jeconom.2004.02.014

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:261889

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