Citations (11)
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Read on this site (4)
Greg Hannsgen. (2012) Infinite-variance, alpha-stable shocks in monetary SVAR. International Review of Applied Economics 26:6, pages 755-786.
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Geoffrey Poitras. (1992) Testing regression disturbances for normality with stable alternatives: further monte carlo evidence. Journal of Statistical Computation and Simulation 41:1-2, pages 109-123.
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Paul Rilstone. (1992) A simple bera-jarque normality test for nonparametric residuals. Econometric Reviews 11:3, pages 355-365.
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Anil K. Bera & Paul Newbold. (1988) Checks of model adequacy for univariate time series models and their applications to econometric relationships: Comment. Econometric Reviews 7:1, pages 43-48.
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Ralph B. D'AgostinoSrSr. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
J. C. W. Rayner, O. Thas & D. J. Best. 2009. Smooth Tests of Goodness of Fit. Smooth Tests of Goodness of Fit
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Ralph B. D'AgostinoSrSr. 2005. Encyclopedia of Biostatistics. Encyclopedia of Biostatistics.
J Rayner & D Best. 2000. A Contingency Table Approach to Nonparametric Testing. A Contingency Table Approach to Nonparametric Testing.
Geoffrey Poitras. (2006) The distribution of gold futures spreads. Journal of Futures Markets 10:6, pages 643-659.
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Geoffrey Poitras. (1988) Arbitrage boundaries, treasury bills, and covered interest parity. Journal of International Money and Finance 7:4, pages 429-445.
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Greg Hannsgen. (2011) Infinite-Variance, Alpha-Stable Shocks in Monetary SVAR: Final Working Paper Version. SSRN Electronic Journal.
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