Testing for skewness of regression disturbances

Leslie G. Godfrey; Chris D. Orme

doi:10.1016/0165-1765(91)90238-G

Testing for skewness of regression disturbances

Leslie G. Godfrey, Chris D. Orme

Economics

University of York

Research output: Contribution to journal › Article › peer-review

Abstract

The importance of testing for symmetry of regression disturbances is discussed and it is argued that it is useful to employ a test that it is robust to non-normality. A suitable large sample test is provided. © 1991.

Original language	English
Pages (from-to)	31-34
Number of pages	3
Journal	Economics Letters
Volume	37
Issue number	1
DOIs	https://doi.org/10.1016/0165-1765(91)90238-G
Publication status	Published - Sept 1991

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title = "Testing for skewness of regression disturbances",

abstract = "The importance of testing for symmetry of regression disturbances is discussed and it is argued that it is useful to employ a test that it is robust to non-normality. A suitable large sample test is provided. {\textcopyright} 1991.",

author = "Godfrey, {Leslie G.} and Orme, {Chris D.}",

year = "1991",

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AU - Godfrey, Leslie G.

AU - Orme, Chris D.

PY - 1991/9

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N2 - The importance of testing for symmetry of regression disturbances is discussed and it is argued that it is useful to employ a test that it is robust to non-normality. A suitable large sample test is provided. © 1991.

AB - The importance of testing for symmetry of regression disturbances is discussed and it is argued that it is useful to employ a test that it is robust to non-normality. A suitable large sample test is provided. © 1991.

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DO - 10.1016/0165-1765(91)90238-G

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SN - 0165-1765

VL - 37

SP - 31

EP - 34

JO - Economics Letters

JF - Economics Letters

IS - 1

ER -

Testing for skewness of regression disturbances

Abstract

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