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Robustness to nonnormality of regression F-tests

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  • Ali, Mukhtar M.
  • Sharma, Subhash C.

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  • Ali, Mukhtar M. & Sharma, Subhash C., 1996. "Robustness to nonnormality of regression F-tests," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 175-205.
    • Handle: RePEc:eee:econom:v:71:y:1996:i:1-2:p:175-205
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    References listed on IDEAS

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    1. Krasker, William S. & Kuh, Edwin & Welsch, Roy E., 1983. "Estimation for dirty data and flawed models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 11, pages 651-698, Elsevier.
    2. Sato, Ryuzo, 1970. "The Estimation of Biased Technical Progress and the Production Function," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(2), pages 179-208, June.
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    Cited by:

    1. Panagiotis Mantalos & Ghazi Shukur, 2007. "The Robustness of the RESET Test to Non-Normal Error Terms," Computational Economics, Springer;Society for Computational Economics, vol. 30(4), pages 393-408, November.
    2. Bollen, Nicolas P. B., 2013. "Zero-R2Hedge Funds and Market Neutrality," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(2), pages 519-547, April.
    3. Chris D. Orme & Takashi Yamagata, 2006. "The asymptotic distribution of the F-test statistic for individual effects," Econometrics Journal, Royal Economic Society, vol. 9(3), pages 404-422, November.

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