Pages that link to "Item:Q6166859"

The following pages link to Simulation‐based finite sample normality tests in linear regressions (Q6166859):

Displaying 13 items.

• Implementation of a goodness-of-fit test through Khmaladze martingale transformation (Q133700) (← links)
• Testing normality: a GMM approach (Q261889) (← links)
• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
• Residual analysis of linear mixed models using a simulation approach (Q434896) (← links)
• Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
• Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
• Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)
• More on the correct use of omnibus tests for normality (Q1929050) (← links)
• Hypothesis testing based on a vector of statistics (Q2224888) (← links)
• Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)
• Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779) (← links)
• Tests of normality: new test and comparative study (Q5086398) (← links)
• Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability (Q5860242) (← links)