Normality tests for latent variables

DOI10.3982/QE859zbMath1445.62306OpenAlexW2903653123MaRDI QIDQ3306068

Dante Amengual, Enrique Sentana, Martín Almuzara

Publication date: 12 August 2020

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

Full work available at URL: https://doi.org/10.3982/qe859

zbMATH Keywords

cointegrationkurtosisskewnesssupremum testgross domestic productKuhn-Tucker testgross domestic incomeWiener-Kolmogorov-Kalman smoother

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03)

Cites Work

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• A stochastic coupling method for atomic-to-continuum MonteCarlo simulations
• Tauberian Conclusions

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