Are residual economic relationships normally distributed? Testing an assumption of neoclassical economics

Thomas Bundt () and Robert Murphy ()

The Review of Austrian Economics, 2008, vol. 21, issue 4, 329-340

Keywords: Stable Paretian hypothesis; Chaos theory; Time series forecasting; B53; C01; C46; C82; G1 (search for similar items in EconPapers)
Date: 2008
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s11138-008-0045-5 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kap:revaec:v:21:y:2008:i:4:p:329-340

Ordering information: This journal article can be ordered from
http://www.springer. ... ce/journal/11138/PS2

DOI: 10.1007/s11138-008-0045-5

Access Statistics for this article

The Review of Austrian Economics is currently edited by Peter Boettke and Christopher Coyne

More articles in The Review of Austrian Economics from Springer, Society for the Development of Austrian Economics Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().