Simulation‐based finite sample normality tests in linear regressions
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(16)- Implementation of a goodness-of-fit test through Khmaladze martingale transformation
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
- More on the correct use of omnibus tests for normality
- Hypothesis testing based on a vector of statistics
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
- Exact confidence sets and goodness-of-fit methods for stable distributions
- Testing normality: a GMM approach
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
- Residual analysis of linear mixed models using a simulation approach
- Tests of normality: new test and comparative study
- Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability
- On approximation of linear regression disturbance distribution
- Parametric testing for normality against bimodal and unimodal alternatives using higher moments
- Score-type tests for normal mixtures
- Simulation-based exact jump tests in models with conditional heteroskedasticity
- Exact tests of the stability of the Phillips curve: the Canadian case
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