Testing for skewness of regression disturbances

DOI10.1016/0165-1765(91)90238-GzbMath0742.62065WikidataQ127806933 ScholiaQ127806933MaRDI QIDQ1184948

Chris D. Orme, Leslie G. Godfrey

Publication date: 28 June 1992

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

large sample testrobust to non-normalitytesting for skewnesstesting for symmetry of regression disturbances

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items

On improving the robustness and reliability of Rao's score test ⋮ Testing asymmetry in financial time series ⋮ Quantile Methods for Stochastic Frontier Analysis

Cites Work

• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• A note on Studentizing a test for heteroscedasticity
• Diagnostic tests as residual analysis
• A Test for Normality of Observations and Regression Residuals

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