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Exact multivariate tests of asset pricing models with stable asymmetric distributions
Beaulieu, Marie-Claude (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002652734
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Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of econometrics 106 (2002) 1, pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
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Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 891-906
Persistent link: https://www.econbiz.de/10001860218
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Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
Dufour, Jean-Marie (contributor); Khalaf, Lynda (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947824
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Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie; Khalaf, Lynda - 2000
Persistent link: https://www.econbiz.de/10001504719