Search Results - subject:"testing for normality"

Markov switching GARCH models : higher order moments, kurtosis measures, and volatility evaluation in recessions and pandemic

Cavicchioli, Maddalena - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1772-1783

Persistent link: https://www.econbiz.de/10013540511

Testing for normality with applications

Vavra, Marian - Národná Banka Slovenska - 2015

This paper considers the problem of testing for normality of the marginal law of univariate and multivariate stationary …

Persistent link: https://www.econbiz.de/10011220341

The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach

Dong, Lauren Bin - Department of Economics, University of Victoria - 2004

A new theoretical solution to the Behrens-Fisher (BF) problem is developed using empirical likelihood method. The sampling properties of the empirical likelihood ratio (ELR) test for the BF problem are derived using Monte Carlo simulation technique for a wide range of situations. A comparison of...

Persistent link: https://www.econbiz.de/10005750307

An Empirical Likelihood Ratio Test for Normality

Dong, Lauren Bin; Giles, David E. A. - Department of Economics, University of Victoria - 2004

The empirical likelihood ratio (ELR) test for the problem of testing for normality is derived in this paper. The …

Persistent link: https://www.econbiz.de/10005750314