The following pages link to (Q4066363):
Displaying 39 items.
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- A test for bivariate normality with applications in microeconometric models (Q257622) (← links)
- Testing normality: a GMM approach (Q261889) (← links)
- Testing normality in econometric models (Q374745) (← links)
- Asymptotic power of tests of normality under local alternatives (Q538134) (← links)
- Using OLS to test for normality (Q712551) (← links)
- On the calculation of the information matrix test in the normal linear regression model (Q902620) (← links)
- Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output (Q951475) (← links)
- Forecasting the US unemployment rate (Q951881) (← links)
- Test of fit for a Laplace distribution against heavier tailed alternatives (Q962346) (← links)
- A goodness-of-fit test for normality based on polynomial regression (Q1023550) (← links)
- Detecting shocks: Outliers and breaks in time series (Q1371379) (← links)
- On the correct use of omnibus tests for normality (Q1391609) (← links)
- Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155) (← links)
- The cross-sectional dynamics of the US business cycle: 1950--1999 (Q1605211) (← links)
- A robustified Jarque-Bera test for multivariate normality (Q1668142) (← links)
- Simulation of errors in linear regression: an approach based on fixed percentage area (Q1887228) (← links)
- More on the correct use of omnibus tests for normality (Q1929050) (← links)
- A robust modification of the Jarque-Bera test of normality (Q1934702) (← links)
- Sub-dimensional Mardia measures of multivariate skewness and kurtosis (Q2079626) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- High moment partial sum processes of residuals in GARCH models and their applications (Q2368858) (← links)
- Exact maximum likelihood estimation for non-stationary periodic time series models (Q2445716) (← links)
- Improved omnibus test statistic for normality (Q2512789) (← links)
- Randomized goodness of fit tests (Q2892527) (← links)
- Bananas and petrol: further evidence on the forecasting accuracy of the ABS ‘headline’ and ‘underlying’ rates of inflation (Q3065540) (← links)
- Measures of multivariate skewness and kurtosis for tests of nonnormality (Q3349799) (← links)
- The information matrix test in the linear regression with ARMA errors (Q3598368) (← links)
- Competing transformation models (Q4269857) (← links)
- An Appraisal and Bibliography of Tests for Multivariate Normality (Q4832085) (← links)
- On combining the zero bias transform and the empirical characteristic function to test normality (Q5009790) (← links)
- A powerful and interpretable alternative to the Jarque–Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao's score test on the APD family (Q5036333) (← links)
- Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
- A powerful test for multivariate normality (Q5128583) (← links)
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (Q5943791) (← links)
- Unlucky Number 13? Manipulating Evidence Subject to Snooping (Q6067589) (← links)
- A comparison of normality testing methods by empirical power and distribution of <i>P</i> -values (Q6083006) (← links)
- Are You All Normal? It Depends! (Q6089882) (← links)
- A robust alternative to the Lilliefors test of normality (Q6586556) (← links)
