Testing normality: A GMM approach

Journal of Econometrics

Volumn 124, Issue 1, 2005, Pages 149-186

  Bontemps, Christian ^a   Meddahi, Nour ^b  

^a CENA   (France)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

HAC; Hermite polynomials; Parameter uncertainty; Stein equation

Indexed keywords

MATHEMATICAL MODELS; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; POLYNOMIALS; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING; STATISTICAL METHODS; THEOREM PROVING;

HERMITE POLYNOMIALS; PARAMETER UNCERTAINTY; STEIN EQUATIONS;

METHOD OF MOMENTS;

EID: 9544255714     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2004.02.014     Document Type: Article

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