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Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression

Author

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  • Jean-Marie Dufour
  • Abdeljelil Farhat
  • Lynda Khalaf

Abstract

No abstract is available for this item.

Suggested Citation

  • Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers 2005s-05, CIRANO.
    • Handle: RePEc:cir:cirwor:2005s-05
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    File URL: https://cirano.qc.ca/files/publications/2005s-05.pdf
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    More about this item

    Keywords

    linear regression; normality test; goodness of fit; skewness; kurtosis; higher moments; Monte Carlo; induced test; test combination; simultaneous inference; Tippett; Fisher; Pearson; SURE; heteroskedasticity test; régression linéaire; test de normalité; ajustement; asymétrie; aplatissement; moments d'ordre supérieur; Monte Carlo; test induit; combinaison de tests; inférence simultanée; Tippett; Fisher; Pearson; SURE; test d'hétéroscédasticité;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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