Testing for skewness of regression disturbances
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 37 (1991)
Issue (Month): 1 (September)
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- Baldauf, Markus & Santos Silva, J.M.C., 2012.
"On the use of robust regression in econometrics,"
Elsevier, vol. 114(1), pages 124-127.
- Manabu Asai & Michael McAleer, 2010.
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- Manabu Asai & Michael McAleer, 2009. "Alternative Asymmetric Stochastic Volatility Models," CIRJE F-Series CIRJE-F-655, CIRJE, Faculty of Economics, University of Tokyo.
- Manabu Asai & Michael McAleer, 2010. "Alternative Asymmetric Stochastic Volatility Models," Working Papers in Economics 10/70, University of Canterbury, Department of Economics and Finance.
- Asai, M. & McAleer, M.J., 2010. "Alternative Asymmetric Stochastic Volatility Models," Econometric Institute Research Papers EI 2010-69, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Manabu Asai & Michael McAleer, 2009. "Alternative Asymmetric Stochastic Volatility Models," CARF F-Series CARF-F-166, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Timo Kuosmanen & Mogens Fosgerau, 2009.
"Neoclassical versus Frontier Production Models? Testing for the Skewness of Regression Residuals,"
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- Kuosmanen, Timo & Fosgerau, Mogens, 2009. "Neoclassical versus frontier production models? Testing for the skewness of regression residuals," MPRA Paper 24208, University Library of Munich, Germany.
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