The distribution of a Lagrange multiplier test of normality
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 51 (1996)
Issue (Month): 2 (May)
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Web page: http://www.elsevier.com/locate/ecolet
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- Hillier, Grant H., 1991. "On multiple diagnostic procedures for the linear model," Journal of Econometrics, Elsevier, vol. 47(1), pages 47-66, January.
- Jarque, Carlos M. & Bera, Anil K., 1980. "Efficient tests for normality, homoscedasticity and serial independence of regression residuals," Economics Letters, Elsevier, vol. 6(3), pages 255-259.
- Wenzel, Benjamin P. & Hill, Lowell D. & Garcia, Philip, 2000. "The Effects Of The Micro-Market Structure On Illinois Elevator Spatial Corn Price Differentials," 2000 Conference, April 17-18 2000, Chicago, Illinois 18927, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- World Bank, 2003. "Nigeria - Policy Options for Growth and Stability : Volume 1. Main Report," World Bank Other Operational Studies 14388, The World Bank.
- Wuertz, Diethelm & Katzgraber, Helmut, 2009. "Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test," MPRA Paper 19155, University Library of Munich, Germany.
- Addison, Douglas & Wodon, Quentin, 2007. "Macroeconomic Volatility, Private Investment, Growth, and Poverty in Nigeria," MPRA Paper 11113, University Library of Munich, Germany.
- Hyeongwoo Kim & Deockhyun Ryu, 2013. "Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach," Auburn Economics Working Paper Series auwp2013-06, Department of Economics, Auburn University.
- Quentin Wodon, 2007. "Growth and Poverty Reduction : Case Studies from West Africa," World Bank Publications, The World Bank, number 6875.
- Zanini, Fabio C. & Irwin, Scott H. & Schnitkey, Gary D. & Sherrick, Bruce J., 2000. "Estimating Farm-Level Yield Distributions For Corn And Soybeans In Illinois," 2000 Annual meeting, July 30-August 2, Tampa, FL 21720, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Stefan Mittnik & Marc Paolella & Svetlozar Rachev, 1998. "Unconditional and Conditional Distributional Models for the Nikkei Index," Asia-Pacific Financial Markets, Springer, vol. 5(2), pages 99-128, May.
- Haim Shalit, 2009.
"Using Ols To Test For Normality,"
0912, Ben-Gurion University of the Negev, Department of Economics.
- Kim, Hyeongwoo, 2009. "On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 734-744, December.
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