DUFOUR, JEAN-MARIE; FARHAT, ABDELJELIL; GARDIOL, LUCIEN; … - In: Econometrics Journal 1 (1998) ConferenceIssue, pp. 154-154
In the literature on tests of normality, much concern has been expressed over the problems associated with residual-based procedures. Indeed, the specialized tables of critical points which are needed to perform the tests have been derived for the location-scale model; hence, reliance on...