"Robust tests for normality of errors in regression models." (joint with A. Özlem Önder)
Economics Letters, Volume 86, Issue 1, January 2005, Pages 63-68
ABSTRACT
This paper investigates the effects of using residuals from robust regression in place of OLS residuals in test statistics for the normality of the errors. It is found that for systematic and clustered outliers, robustified normality tests yield greater power.
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