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
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- Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2000.
"Econometric applications of high-breakdown robust regression techniques,"
41529, University Library of Munich, Germany.
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- Poitras, Geoffrey, 2006. "More on the correct use of omnibus tests for normality," Economics Letters, Elsevier, vol. 90(3), pages 304-309, March.
- Islam, Tanweer ul, 2008. "Normality Testing- A New Direction," MPRA Paper 16452, University Library of Munich, Germany.
- Tabri, Rami Victor, 2014. "Testing for normality in linear regression models using regression and scale equivariant estimators," Economics Letters, Elsevier, vol. 122(2), pages 192-196.
- 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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