✦ LIBER ✦

Testing for multivariate normality in simultaneous equations models

✍ Scribed by C.M. Jarque; C.R. McKenzie

Publisher: Elsevier Science
Year: 1995
Tongue: English
Weight: 343 KB
Volume: 39
Category: Article
ISSN: 0378-4754
DOI: 10.1016/0378-4754(94)00078-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Extreme smoothing and testing for multiv

Extreme smoothing and testing for multivariate normality

✍ Norbert Henze 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 458 KB

On testing hypothesis in simultaneous eq

On testing hypothesis in simultaneous equation models

✍ Alison Morgan; Waiter Vandaele 📂 Article 📅 1974 🏛 Elsevier Science 🌐 English ⚖ 678 KB

Testing for serial correlation in simult

Testing for serial correlation in simultaneous equation models: Some further results

✍ A.C. Harvey; G.D.A. Phillips 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 413 KB

LBI tests for multivariate normality in

LBI tests for multivariate normality in exponential power distributions

✍ Yoichi Kuwana; Takeaki Kariya 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 729 KB

Robust estimation in simultaneous equati

Robust estimation in simultaneous equations models

✍ Ricardo A. Maronna; Víctor J. Yohai 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 516 KB

In this paper we review existing work on robust estimation for simultaneous equations models. Then we sketch three strategies for obtaining estimators with a high breakdown point and a controllable efficiency: (a) robustifying three-stage least squares, (b) robustifying the full information maximum

Classical tests for contemporaneously un

Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model

✍ Darrell A. Turkington 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 886 KB