Simulation‐based finite sample normality tests in linear regressions
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Publication:6166859
DOI10.1111/1368-423x.11009MaRDI QIDQ6166859
Lucien Gardiol, Lynda Khalaf, Jean-Marie Dufour, Abdeljelil Farhat
Publication date: 7 July 2023
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1368-423x.11009
bootstrap; linear regression; Monte Carlo test; exact test; Kolmogorov-Smirnov; Cramér-von Mises; normality test; Shapiro-Wilk; D'Agostino; Jarque-Bera; Anderson-darling
62-XX: Statistics
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