Test for normality in the econometric disequilibrium markets model

DOI10.1016/0304-4076(82)90053-7zbMath0531.62100OpenAlexW1981813406MaRDI QIDQ788454

Lung-fei Lee

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1016/0304-4076(82)90053-7

zbMATH Keywords

switching regressionsimultaneous equations modeltest for normalitydisequilibrium markets model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Maximum score estimation of disequilibrium models and the role of anticipatory price-setting

Cites Work

• Estimation in a disequilibrium model and the value of information
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Some Large-Sample Tests for Nonnormality in the Linear Regression Model
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Econometric Estimators and the Edgeworth Approximation
• Disequilibrium Econometrics for Business Loans
• The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium
• Tests for departure from normality: Comparison of powers
• Methods of Estimation for Markets in Disequilibrium: A Further Study
• On methods of asymptotic approximation for multivariate distributions
• Maximum Likelihood Methods for Models of Markets in Disequilibrium
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