TESTING NORMALITY IN ECONOMETRIC MODELS

Nicholas Kiefer () and Mark Salmon

No 269159, Economic Research Papers from University of Warwick - Department of Economics

Abstract: A specification test based on an Edgeworth expansior is proposed and some of its useful properties are noted. In particular the test has an important additivity property, in that a test for higher-order alternatives simply adds additional, asymptotically independent X2 variates to tests against lower order alternatives.

Keywords: Agricultural and Food Policy; Research Methods/ Statistical Methods (search for similar items in EconPapers)
Pages: 8
Date: 1982-07-07
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Related works:
Journal Article: Testing normality in econometric models (1983)
Working Paper: Testing Normality in Econometric Models (1982)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:uwarer:269159

DOI: 10.22004/ag.econ.269159

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