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Applied Economics Letters Volume 8, 2001 - Issue 9
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Original Articles

A normality test for the mean estimator

Michael K. Andersson National Institute of Economic Research, PO. Box 3116, SE-103 62 Stockholm, Sweden
Pages 633-634 | Published online: 06 Oct 2010

References

  • Bera , A. K. and Jarque , C. M. 1981 . An efficient large-sample test for normality of observations and regression residuals , working papers in Economics and Econometrics, 40 Australian National University .
  • Efron , B. and Tibshirani , R. J. 1993 . An Introduction to the Bootstrap , New York : Chapman and Hall .

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