Multivariate normality tests for serially correlated data

DOI10.15446/rce.v47n2.111979MaRDI QIDQ6605919zbMATH OpenFDO

Authors Shahzad Munir

Publication date 16 September 2024

Published in Revista Colombiana de Estadística (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.15446/rce.v47n2.111979

zbMATH Keywords

\(\chi^2\)-distributionmacroeconomic dataMonte Carlomultivariate normalityorthogonalizationtime series

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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