Simulation‐based finite sample normality tests in linear regressions

• 1 June 1998
• journal article
• Published by Oxford University Press (OUP) in The Econometrics Journal
• Vol. 1  (1) , C154-C173
• https://doi.org/10.1111/1368-423x.11009

Abstract

Keywords

• JARQUE BERA
• ANDERSON DARLING
• LINEAR REGRESSION
• REGRESSION MODEL
• CRAMER VON MISES
• SHAPIRO WILK
• NORMALITY TEST
• KOLMOGOROV SMIRNOV
• EXACT TEST
• BOOTSTRAP
• CRITICAL POINT
• MONTE CARLO METHODS
• CRITICAL VALUE

All Related Versions

• Version 1, RePEc (Unconfirmed version)