Testing normality: a GMM approach
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Publication:261889
DOI10.1016/j.jeconom.2004.02.014zbMath1336.62056OpenAlexW2125714858MaRDI QIDQ261889
Christian Bontemps, Nour Meddahi
Publication date: 24 March 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://cirano.qc.ca/files/publications/2002s-63.pdf
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
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Uses Software
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