Simulation-based finite sample normality tests in linear regressions
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Other versions of this item:
- DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien, 1998. "Simulation-Based Finite-Sample Normality Tests in Linear Regressions," Cahiers de recherche 9811, Universite de Montreal, Departement de sciences economiques.
References listed on IDEAS
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More about this item
KeywordsNormality test; Linear regression; Exact test; Monte Carlo test; Bootstrap; Kolmogorov-Smirnov; Anderson-Darling; Cramer-von Mises; Shapiro-Wilk; Jarque-Bera; D'Agostino.;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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