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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Web page: http://www.elsevier.com/locate/ecolet
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- Timo Kuosmanen & Mogens Fosgerau, 2009.
"Neoclassical versus Frontier Production Models? Testing for the Skewness of Regression Residuals,"
Scandinavian Journal of Economics,
Wiley Blackwell, vol. 111(2), pages 351-367, 06.
- 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.
- Manabu Asai & Michael McAleer, 2010.
"Alternative Asymmetric Stochastic Volatility Models,"
KIER Working Papers
739, Kyoto University, Institute of Economic Research.
- Manabu Asai & Michael McAleer, 2011. "Alternative Asymmetric Stochastic Volatility Models," Econometric Reviews, Taylor & Francis Journals, vol. 30(5), pages 548-564.
- 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.
- 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," CIRJE F-Series CIRJE-F-655, CIRJE, Faculty of Economics, University of Tokyo.
- Baldauf, Markus & Santos Silva, J.M.C., 2012.
"On the use of robust regression in econometrics,"
Elsevier, vol. 114(1), pages 124-127.
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