EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Robustness of Tests for Error...
  • More details
Cover Image

Robustness of Tests for Error Component Models to Nonnormality.

Year of publication:
1994
Authors: Blanchard, P. ; Matyas, L.
Institutions: Department of Econometrics and Business Statistics, Monash Business School
Subject: econometrics | Error Component Models | Nonnormality
Saved in:
  • More details
Series:
Monash Econometrics and Business Statistics Working Papers.
Type of publication: Book / Working Paper
Notes:
Number 3/94 16 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005581129
    • EndNote
    • BibTeX
    • Zotero, Mendeley, RefWorks, ...
    • Text
Saved in favorites
    Similar items by subject
    • Measures of fit impacts : Application to the causal model of consumer involvement

      Rakotoasimbola, Eric, (2019)

    • Modelling preference heterogeneity in stated choice data: an analysis for public goods generated by agriculture

      Colombo, Sergio, (2008)

    • Small Sample Properties of Bayesian Estimators of Labor Income Processes

      Nakata, Taisuke, (2014)

    • More ...
    Similar items by person
    • Aggregation and Cointegration.

      Korosi, G., (1996)

    • Growth Convergence: Some Panel Data Evidence.

      Lee, M., (1996)

    • The Robustness of Estimators for Dynamic Panel Data Models to Misspecification.

      Harris, M.N., (1996)

    • More ...
    A service of the
    zbw
    • Sitemap
    • Plain language
    • Accessibility
    • Contact us
    • Imprint
    • Privacy

    Loading...