Simulation‐based finite sample normality tests in linear regressions

DOI10.1111/1368-423x.11009OpenAlexW2065226659MaRDI QIDQ6166859

Lucien Gardiol, Lynda Khalaf, Jean-Marie Dufour, Abdeljelil Farhat

Publication date: 7 July 2023

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.11009

zbMATH Keywords

bootstraplinear regressionMonte Carlo testexact testKolmogorov-SmirnovCramér-von Misesnormality testShapiro-WilkD'AgostinoJarque-BeraAnderson-darling

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (13)

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