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

Cited in

(24)

A novel method for testing normality in a mixed model of a nested classification
Shapiro-Wilk-type test of normality under nuisance regression and scale
Model specification tests. A simultaneous approach
Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances
The distribution of a Lagrange multiplier test of normality
On the correct use of omnibus tests for normality
Simulation of errors in linear regression: an approach based on fixed percentage area
Testing normality of regression disturbances. A Monte Carlo study of the Filliben test
Testing normality: a GMM approach
Testing for the correct error term distribution. A simple two-step test
A comparison of various tests of normality
An Empirical Likelihood Ratio Test for Normality
Using semi-parametric methods in an analysis of earnings mobility
Information-Theoretic Distribution Test with Application to Normality
Robust confidence interval for a residual standard deviation
Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
Efficient specification tests for limited dependent variable models
A multi-step kernel–based regression estimator that adapts to error distributions of unknown form
Tests of normality: new test and comparative study
Confidence interval for residual mean absolute deviation in regression models
Rao's score, Neyman's C() and Silvey's LM tests: an essay on historical developments and some new results
Test for normality in the econometric disequilibrium markets model
A test for heteroscedasticity and non-normality of regression residuals: a practical approach
On time series with randomized unit root and randomized seasonal unit root

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