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Econometric Reviews Volume 29, 2009 - Issue 3
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Original Articles

Information-Theoretic Distribution Test with Application to Normality

Thanasis Stengos Department of Economics, University of Guelph, Guelph, Ontario, Canada
&
Ximing Wu Department of Agricultural Economics, Texas A&M University, College Station, Texas, USACorrespondence[email protected]
Pages 307-329 | Published online: 07 Jan 2010

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Canan G. Corlu & Melike Meterelliyoz. (2016) Estimating the Parameters of the Generalized Lambda Distribution: Which Method Performs Best?. Communications in Statistics - Simulation and Computation 45:7, pages 2276-2296.
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. 2018. Fundamental Statistical Inference. Fundamental Statistical Inference 537 560 .
Marc Paolella. (2015) New Graphical Methods and Test Statistics for Testing Composite Normality. Econometrics 3:3, pages 532-560.
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