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Testing normality in econometric models

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Author Info
Kiefer, Nicholas M.
Salmon, Mark
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File URL: http://www.sciencedirect.com/science/article/B6V84-45BC710-R/2/0b283bea4f0b8700c60c722f6c530426
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 11 (1983)
Issue (Month): 1-2 ()
Pages: 123-127
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Handle: RePEc:eee:ecolet:v:11:y:1983:i:1-2:p:123-127

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  1. BONTEMPS, Christian & MEDDAHI, Nour, 2002. "Testing Normality : A GMM Approach," Cahiers de recherche 2002-14, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
  2. Broersma, L., 1992. "Profits and employment in the United States 1970-1991," Serie Research Memoranda 0039, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  3. Aurea Grané & Helena Veiga, 2009. "Wavelet-based detection of outliers in volatility models," Statistics and Econometrics Working Papers ws090403, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
  4. Dimitrios A. Giannias, 1999. "Market Positioning of Differentiated Products," International Journal of the Economics of Business, Taylor and Francis Journals, vol. 6(1), pages 29-39, February. [Downloadable!] (restricted)
  5. Yi-Ting Chen, 2008. "A unified approach to standardized-residuals-based correlation tests for GARCH-type models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 111-133. [Downloadable!]
  6. John Geweke, 1998. "Using simulation methods for Bayesian econometric models: inference, development, and communication," Staff Report 249, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  7. Bontemps, Christian & Meddahi, Nour, 2007. "Testing Distributional Assumptions: A GMM Approach," IDEI Working Papers 486, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
  8. Russell Davidson & James Mackinnon, 1991. "Une nouvelle forme du test de la matrice d'information," Annales d'Economie et de Statistique, ADRES, issue 20-21, pages 09, Octobre-m. [Downloadable!]
  9. Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari, 2000. "The Score Of Conditionally Heteroskedastic Dynamic Regression Models With Student T Innovations, An Lm Test For Multivariate Normality," Working Papers. Serie AD 2000-33, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  10. Christian Bontemps & Nour Meddahi, 2002. "Testing Normality: A GMM Approach," CIRANO Working Papers 2002s-63, CIRANO. [Downloadable!]
  11. O'Brien, Martin, 2004. "Hidden Unemployment and Older Male Workers," Economics Working Papers wp04-02, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
  12. Kroon, E.P., 1991. "Bond market efficiency : some Dutch evidence," Serie Research Memoranda 0045, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  13. Attila Varga, 1998. "Local academic knowledge spillovers and the concentration of economic activity," ERSA conference papers ersa98p493, European Regional Science Association. [Downloadable!]
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