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~institution:"Queen Mary College / Department of Economics"
~institution:"Université de Montréal / Département de sciences économiques"
~type_genre:"Arbeitspapier"
~type_genre:"CD-ROM, DVD"
~type_genre:"Fallstudie"
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Statistical test
6
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6
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Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947824
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2
Projection-based statistical inference in linear structural models with possibly weak instruments
Dufour, Jean-Marie
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947827
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3
Testing mean-variance efficiency in CAPM with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Christine
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947329
Saved in:
4
Determining the stationarity properties of individual series in panel datasets
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867133
Saved in:
5
Non-nested models and the likelihood ratio statistic : a comparison of simulation and bootstrap based tests
Kapetanios, George
(
contributor
);
Weeks, Melvyn
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867395
Saved in:
6
Determining the poolability of individual series in panel datasets
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868048
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