Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
Year of publication: |
2005-02-01
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Authors: | Dufour, Jean-Marie ; Farhat, Abdeljelil ; Khalaf, Lynda |
Institutions: | Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) |
Subject: | linear regression | normality test | goodness of fit | skewness | kurtosis | higher moments | Monte Carlo | induced test | test combination | simultaneous inference | Tippett | Fisher | Pearson | SURE | heteroskedasticity test | régression linéaire | test de normalité | ajustement | asymétrie | aplatissement | moments d'ordre supérieur | test induit | combinaison de tests | inférence simultanée | test d'hétéroscédasticité |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | French |
Notes: | 25 pages |
Classification: | C1 - Econometric and Statistical Methods: General ; C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C2 - Econometric Methods: Single Equation Models ; C52 - Model Evaluation and Testing ; C21 - Cross-Sectional Models; Spatial Models ; C22 - Time-Series Models |
Source: |
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DUFOUR, Jean-Marie, (2005)
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DUFOUR, Jean-Marie, (2005)
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Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
Bernard, Jean-Thomas, (2001)
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Dufour, Jean-Marie, (2005)
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Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
Dufour, Jean-Marie, (2001)
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Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
Dufour, Jean-Marie, (2000)
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