Normality tests for latent variables
Year of publication: |
2019
|
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Authors: | Almuzara, Martín ; Amengual, Dante ; Sentana, Enrique |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - Oxford [u.a.] : Wiley, ISSN 1759-7331, ZDB-ID 2569569-1. - Vol. 10.2019, 3, p. 981-1017
|
Subject: | Cointegration | gross domestic product | gross domestic income | kurtosis | Kuhn–Tucker test | skewness | supremum test | Wiener-Kolmogorov-Kalman smoother | Kointegration | Statistischer Test | Statistical test | Nationaleinkommen | National income | Theorie | Theory | Statistische Verteilung | Statistical distribution | Bruttoinlandsprodukt | Gross domestic product | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/QE859 [DOI] hdl:10419/217161 [Handle] |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; E01 - Measurement and Data on National Income and Product Accounts and Wealth |
Source: | ECONIS - Online Catalogue of the ZBW |
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