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  • Testing Normality : A GMM Approach 

    Bontemps, Christian; Meddahi, Nour (Université de Montréal. Département de sciences économiques., 2002)
    In this paper, we consider testing marginal normal distributional assumptions. More precisely, we propose tests based on moment conditions implied by normality. These moment conditions are known as the Stein (1972) equations. They coincide with the ...