Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models*-Reference-Cited by-同舟云学术

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Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models*

Published:2003-12 Issue:s1 Volume:65 Page:891-906
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:Oxford Bull Econ & Stats

Author:

Dufour Jean-Marie,Khalaf Lynda,Beaulieu Marie-Claude

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Reference32 articles.

1. M.C. Beaulieu, J.M. Dufour, and L. Khalaf (2001 ). , Technical Report, Departement d'economique, Universite Laval, and CIREQ, Universite de Montreal.

2. The Econometrics of Financial Markets

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