Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches
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More about this item
KeywordsAutoregressive sieve bootstrap; Normality test; Weak dependence.;
- 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
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-12-25 (All new papers)
- NEP-ALL-2018-01-01 (All new papers)
- NEP-ECM-2018-01-01 (Econometrics)
- NEP-ETS-2018-01-01 (Econometric Time Series)
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