Robustness to nonnormality of regression F-tests

Journal of Econometrics

Volumn 71, Issue 1-2, 1996, Pages 175-205

  Ali, Mukhtar M ^a   Sharma, Subhash C ^b  

^a UNIVERSITY OF KENTUCKY   (United States)

^b SOUTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

Laguerre expansion; Leveraged observation; Linear regression; Null distribution

Indexed keywords

EID: 0038871297     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)01700-X     Document Type: Article

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