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Adjusting the tests for skewness and kurtosis for distributional misspecifications

Bera, Anil K.; Premaratne, Gamini - 2001

Persistent link: https://www.econbiz.de/10001605713

A test for asymmetry with leptokurtic financial data

Premaratne, Gamini; Bera, Anil K. - 2001

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Modeling asymmetry and excess kurtosis in stock return data

Premaratne, Gamini; Bera, Anil K. - 2001 - Rev.

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Modeling asymmetry and excess kurtosis in stock return data

Premaratne, Gamini; Bera, Anil K. - 2000

Persistent link: https://www.econbiz.de/10001534272

A test for symmetry with leptokurtic financial data

Premaratne, Gamini; Bera, Anil K. - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 169-187

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Bayesian estimation of stochastic tail index from high-frequency financial data

Doğan, Osman; Taṣpınar, Süleyman; Bera, Anil K. - In: Empirical economics : a quarterly journal of the … 61 (2021) 5, pp. 2685-2711

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A new characterization of the normal distribution and test for normality

Bera, Anil K.; Galvão Júnior, Antônio Fialho; Wang, Liang - In: Econometric theory 32 (2016) 5, pp. 1216-1252

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Information theoretic approaches to income density estimation with an application to the U.S. income data

Park, Sung Y.; Bera, Anil K. - In: Journal of economic inequality 16 (2018) 4, pp. 461-486

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Adjusting the Tests for Skewness and Kurtosis for Distributional Misspecifications

Bera, Anil K.; Premaratne, Gamini - 2002

The standard root-b1 test is widely used for testing skewness. However, several studies have demonstrated that this test is not reliable for discriminating between symmetric and asymmetric distributions in the presence of excess kurtosis. The main reason for the failure of the standard root-b1...

Persistent link: https://www.econbiz.de/10014119176