Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10005682442
Persistent link: https://www.econbiz.de/10010641843
We suggest a convenient version of the omnibus test for normality, using skewness and kurtosis based on Shenton and Bowman ["Journal of the American Statistical Association" (1977) Vol. 72, pp. 206-211], which controls well for size, for samples as low as 10 observations. A multivariate version...
Persistent link: https://www.econbiz.de/10005186656
Persistent link: https://www.econbiz.de/10005682202
Dickey and Fuller ["Econometrica" (1981) Vol. 49, pp. 1057-1072] suggested unit-root tests for an autoregressive model with a linear trend conditional on an initial observation. T"Power of tests for unit roots in the presence of a linear trend"ightly different model with a random initial value...
Persistent link: https://www.econbiz.de/10005276534