Testing normality: a GMM approach

• 1 May 2004
• journal article
• Published by Elsevier in Journal of Econometrics
• https://doi.org/10.1016/s0304-4076(04)00029-6

Abstract

Keywords

• C12
• C15
• STEIN EQUATION
• HERMITE POLYNOMIALS
• PARAMETER UNCERTAINTY
• HAC

All Related Versions

• Version 1, 2002-01-01, RePEc (Unconfirmed version)
• Version 1, 2002-01-01, RePEc (Unconfirmed version)