Add to ORKGThe nite-sample null distribution of the Jarque-Bera Lagrange multiplier test for normality di¤ers considerably from the asymptotic 2 (2). However, asymptotic critical values are commonly used in ap- plied work, even for relatively small sample sizes. Here, we develop very accurate response surface approximations for the 10% and 5% critical values of the test, which enable correct practical implementatio
Monte Carlo techniques were used to determine the effect of using common critical values as an appro...
We address the issue of lack-of-fit testing for a parametric quantile regression. We propose a simpl...
We consider testing normality in a general class of models that admits nonlinear conditional mean an...
http://www.brunel.ac.uk/about/acad/sssl/ssslresearch/efwpsThe nite-sample null distribution of the ...
It is well known that the finite-sample null distribution of the Jarque-Bera Lagrange Multiplier (LM...
This is the final version. Available on open access from Wiley via the DOI in this record. We consid...
Nonparametric procedures are often more powerful than classical tests for real world data which are ...
This paper presents a response surface analysis for the distributions of the popular tests for seaso...
The importance of checking the normality assumption in most statistical procedures especially parame...
For testing normality we investigate the power of several tests, rst of all, the well known test of...
This article studies the Type I error, false positive rates, and power of four versions of the Lagra...
Provided in this article is an algorithm and code for computing exact critical values (or percentile...
This paper develops a uniform test of linearity against threshold effects in the quantile regression...
In this paper, we propose a test for bivariate normality in imperfectly observed models, based on th...
This paper derives the asymptotic distribution of the F-test for the significance of linear regressi...
Monte Carlo techniques were used to determine the effect of using common critical values as an appro...
We address the issue of lack-of-fit testing for a parametric quantile regression. We propose a simpl...
We consider testing normality in a general class of models that admits nonlinear conditional mean an...
http://www.brunel.ac.uk/about/acad/sssl/ssslresearch/efwpsThe nite-sample null distribution of the ...
It is well known that the finite-sample null distribution of the Jarque-Bera Lagrange Multiplier (LM...
This is the final version. Available on open access from Wiley via the DOI in this record. We consid...
Nonparametric procedures are often more powerful than classical tests for real world data which are ...
This paper presents a response surface analysis for the distributions of the popular tests for seaso...
The importance of checking the normality assumption in most statistical procedures especially parame...
For testing normality we investigate the power of several tests, rst of all, the well known test of...
This article studies the Type I error, false positive rates, and power of four versions of the Lagra...
Provided in this article is an algorithm and code for computing exact critical values (or percentile...
This paper develops a uniform test of linearity against threshold effects in the quantile regression...
In this paper, we propose a test for bivariate normality in imperfectly observed models, based on th...
This paper derives the asymptotic distribution of the F-test for the significance of linear regressi...
Monte Carlo techniques were used to determine the effect of using common critical values as an appro...
We address the issue of lack-of-fit testing for a parametric quantile regression. We propose a simpl...
We consider testing normality in a general class of models that admits nonlinear conditional mean an...