Testing for the correct error term distribution. A simple two-step test

DOI10.1016/0165-1765(90)90142-NzbMath0719.62517OpenAlexW1495782682MaRDI QIDQ2640307

Lee C. Spector, Richard A. Hofler

Publication date: 1990

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(90)90142-n

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Cites Work

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