Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
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- Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda, 2020. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 96(4), pages 545-566, Décembre.
- Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda & Dufour, Jean-Marie, 2004. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 501-522, Juin-Sept.
- DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 07-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 2005-07, Universite de Montreal, Departement de sciences economiques.
References listed on IDEAS
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Cited by:
- Jean-Marie Dufour & Lynda Khalaf & Marcel Voia, 2013.
"Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability,"
CIRANO Working Papers
2013s-40, CIRANO.
- Jean-Marie DUFOUR & Lynda KHALAF & Marcel VOIA, 2013. "Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability," Cahiers de recherche 13-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- King, Maxwell L. & Zhang, Xibin & Akram, Muhammad, 2020.
"Hypothesis testing based on a vector of statistics,"
Journal of Econometrics, Elsevier, vol. 219(2), pages 425-455.
- Maxwell King & Xibin Zhang & Muhammad Akram, 2019. "Hypothesis Testing Based on a Vector of Statistics," Monash Econometrics and Business Statistics Working Papers 30/19, Monash University, Department of Econometrics and Business Statistics.
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More about this item
Keywords
linear regression; normality test; goodness of fit; skewness; kurtosis; higher moments; Monte Carlo; induced test; test combination; simultaneous inference; Tippett; Fisher; Pearson; SURE; heteroskedasticity test; régression linéaire; test de normalité; ajustement; asymétrie; aplatissement; moments d'ordre supérieur; Monte Carlo; test induit; combinaison de tests; inférence simultanée; Tippett; Fisher; Pearson; SURE; test d'hétéroscédasticité;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- 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
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2006-06-03 (Econometrics)
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