Robust tests for normality of errors in regression models
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 86 (2005)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/ecolet
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2001.
"Econometric applications of high-breakdown robust regression techniques,"
Elsevier, vol. 71(1), pages 1-8, April.
- Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2000. "Econometric applications of high-breakdown robust regression techniques," MPRA Paper 41529, University Library of Munich, Germany.
- Metin, Kivilcim, 1998. "The Relationship between Inflation and the Budget Deficit in Turkey," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 412-22, October.
- Tansel, A., 1992. "Cigarette Demand, Health Scares and Education in Turkey," Papers 660, Yale - Economic Growth Center.
- Islam, Tanweer ul, 2008. "Normality Testing- A New Direction," MPRA Paper 16452, University Library of Munich, Germany.
- Poitras, Geoffrey, 2006. "More on the correct use of omnibus tests for normality," Economics Letters, Elsevier, vol. 90(3), pages 304-309, March.
- Coin, Daniele, 2006. "Testing the normality of errors in regression models with a forward approach," Economics Letters, Elsevier, vol. 92(3), pages 323-329, September.
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