Behaviour of skewness, kurtosis and normality tests in long memory data
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Psaradakis, Zacharias & Vávra, Marián, 2017.
"A distance test of normality for a wide class of stationary processes,"
Econometrics and Statistics,
Elsevier, vol. 2(C), pages 50-60.
- Marian Vavra, 2015. "Testing for normality with applications," Working and Discussion Papers WP 1/2015, Research Department, National Bank of Slovakia.
- Zacharias Psaradakis & Marián Vávra, 2015. "A Distance Test of Normality for a Wide Class of Stationary Processes," Birkbeck Working Papers in Economics and Finance 1513, Birkbeck, Department of Economics, Mathematics & Statistics.
More about this item
KeywordsHermite polynomials; Jarque–Bera normality test; Kurtosis; Long memory data; Skewness;
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