A normality test for the mean estimator
This note proposes a tool to investigate and demonstrate the adequacy of the central limit theorem in small samples. The suggested procedure tests if the mean estimator is approximately normally distributed, given data and sample size at hand.
Year of publication: |
2001
|
---|---|
Authors: | Andersson, Michael |
Published in: |
Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 8.2001, 9, p. 633-634
|
Publisher: |
Taylor & Francis Journals |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Modern Forecasting Models in Action : Improving Macroeconomic Analyses at Central Banks
Adolfson, Malin, (2007)
-
Bayesian Forecast Combination for VAR Models
Andersson, Michael, (2008)
-
The Riksbank's Forecasting Performance
Andersson, Michael, (2008)
- More ...