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dc.contributor.authorDufour, Jean Marie
dc.contributor.authorFarhat, Abdeljelil
dc.contributor.authorGARDIOL, Lucien
dc.contributor.authorKhalaf, Lynda
dc.date.accessioned2006-09-22T19:55:55Z
dc.date.available2006-09-22T19:55:55Z
dc.date.issued1998
dc.identifier.citationDUFOUR, Jean-Marie, FARHAT, Abdeljelil, GARDIOL, Lucien et KHALAF, Lynda, «Simulation-Based Finite-Sample Normality Tests in Linear Regressions», Cahier de recherche #9811, Département de sciences économiques, Université de Montréal, 1998, 20 pages.fr
dc.identifier.urihttp://hdl.handle.net/1866/460
dc.format.extent934877 bytes
dc.format.mimetypeapplication/pdf
dc.publisherUniversité de Montréal. Département de sciences économiques.fr
dc.subject[JEL:C10] Mathematical and Quantitative Methods - Econometric and Statistical Methods: General - Generalen
dc.subject[JEL:C15] Mathematical and Quantitative Methods - Econometric and Statistical Methods: General - Statistical Simulation Methods; Monte Carlo Methods; Bootstrap Methodsen
dc.subject[JEL:C52] Mathematical and Quantitative Methods - Econometric Modeling - Model Evaluation and Selectionen
dc.subject[JEL:C10] Mathématiques et méthodes quantitatives - Économétrie et méthodes statistiques; généralités - Généralitésfr
dc.subject[JEL:C15] Mathématiques et méthodes quantitatives - Économétrie et méthodes statistiques; généralités - Méthodes de simulation statistique: la méthode Monte Carlofr
dc.subject[JEL:C52] Mathématiques et méthodes quantitatives - Modélisation économétrique - Évaluation de modèles et testsfr
dc.titleSimulation-Based Finite-Sample Normality Tests in Linear Regressions
dc.typeArticle
dcterms.abstractIn the literature on tests of normality, much concern has been expressed over the problems associated with residual-based procedures. Indeed, the specialized tables of critical points which are needed to perform the tests have been derived for the location-scale model; hence reliance on available significance points in the context of regression models may cause size distortions. We propose a general solution to the problem of controlling the size normality tests for the disturbances of standard linear regression, which is based on using the technique of Monte Carlo tests.
dcterms.bibliographicCitationCahier de recherche ; #9811
dcterms.isPartOfurn:ISSN:0709-9231
UdeM.VersionRioxxVersion publiée / Version of Record


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