An Empirical Likelihood Ratio Test for Normality
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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.
- Lauren Bin Dong & David E. A. Giles, 2004. "An Empirical Likelihood Ratio Test for Normality in Linear Regression," Econometrics Working Papers 0402, Department of Economics, University of Victoria.
- Lauren Bin Dong, 2004. "The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach," Econometrics Working Papers 0404, Department of Economics, University of Victoria.
More about this item
KeywordsEmpirical likelihood; Monte Carlo simulation; testing for normality; size and power;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-02-23 (All new papers)
- NEP-ECM-2004-02-23 (Econometrics)
- NEP-ETS-2004-02-23 (Econometric Time Series)
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