Normality tests for latent variables

DOI10.3982/QE859MaRDI QIDQ3306068zbMATH OpenOpenAlexFDO

Authors Martín Almuzara, Dante Amengual, Enrique Sentana

Publication date 12 August 2020

Published in Quantitative Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.3982/qe859

zbMATH Keywords

cointegrationgross domestic incomegross domestic productKuhn-Tucker testkurtosisskewnesssupremum testWiener-Kolmogorov-Kalman smoother

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics to economics (62P20)

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Cites work

• A stochastic coupling method for atomic-to-continuum MonteCarlo simulations
• scientific article; zbMATH DE number 5012409 (Why is no real title available?)
• Tauberian Conclusions

Cited in

(6)

• Testing normality of latent variables in the polychoric correlation
• GDP Solera: The Ideal Vintage Mix
• Information matrix tests for multinomial logit models
• Is U.S. real output growth non-normal? A tale of time-varying location and scale
• Score-type tests for normal mixtures
• The information matrix test for Gaussian mixtures

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