A simple Bera-Jarque normality test for nonparametric residuals
Year of publication: |
1992
|
---|---|
Authors: | Rilstone, Paul |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 11.1992, 3, p. 355-365
|
Subject: | Statistische Methodenlehre | Statistical theory | Simulation | Theorie | Theory |
-
Posterior analysis of econometric models using Monte Carlo integration
Dijk, Herman K. van, (1984)
-
On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G., (1993)
-
Numerical aspects of Bayesian VAR-modeling
Kadiyala, K. Rao, (1994)
- More ...
-
Smoothed maximum score estimation of discrete duration models
Reza, Sadat, (2019)
-
Some results on the asymptotic properties of kernel regression derivative estimators
Rilstone, Paul, (1988)
-
Efficient semiparametric estimation of duration models with unobserved heterogeneity
Bearse, Peter M., (2007)
- More ...