Test for normality in the econometric disequilibrium markets model
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Publication:788454
DOI10.1016/0304-4076(82)90053-7zbMath0531.62100OpenAlexW1981813406MaRDI QIDQ788454
Publication date: 1982
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(82)90053-7
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Cites Work
- Estimation in a disequilibrium model and the value of information
- Maximum-Likelihood Estimation of Parameters Subject to Restraints
- Some Large-Sample Tests for Nonnormality in the Linear Regression Model
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- Econometric Estimators and the Edgeworth Approximation
- Disequilibrium Econometrics for Business Loans
- The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium
- Tests for departure from normality: Comparison of powers
- Methods of Estimation for Markets in Disequilibrium: A Further Study
- On methods of asymptotic approximation for multivariate distributions
- Maximum Likelihood Methods for Models of Markets in Disequilibrium
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