A test of normality using nonparametrlic residuals
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- Lumsdaine, Robin L. & Ng, Serena, 1999.
"Testing for ARCH in the presence of a possibly misspecified conditional mean,"
Journal of Econometrics,
Elsevier, vol. 93(2), pages 257-279, December.
- Robin L. Lumsdaine & Serena Ng, 1998. "Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean," Boston College Working Papers in Economics 370, Boston College Department of Economics.
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KeywordsNonparametric kernel estimator; Normality test; Skewness; Ihrtosis; Empirical process;
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