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A robustified Jarque-Bera test for multivariate normality
Kim, Namhyun - In: Economics letters 140 (2016), pp. 48-52
Persistent link: https://www.econbiz.de/10011615965
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On the consistency of the logistic quasi-MLE under conditional symmetry
Wooldridge, Jeffrey M. - In: Economics letters 194 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509308
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The influence function of semiparametric two-step estimators with estimated control variables
Hahn, Jinyong; Liao, Zhipeng; Ridder, Geert; Shi, Ruoyao - In: Economics letters 231 (2023), pp. 1-3
Persistent link: https://www.econbiz.de/10014460684
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Testing for normality in linear regression models using regression and scale equivariant estimators
Tabri, Rami Victor - In: Economics letters 122 (2014) 2, pp. 192-196
Persistent link: https://www.econbiz.de/10010395191
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Almost unbiased variance estimation in linear regressions with many covariates
Anatolyev, Stanislav - In: Economics letters 169 (2018), pp. 20-23
Persistent link: https://www.econbiz.de/10012019507