Test Normality of Standardized Estimates (Generic)

Test whether (theta_hat - theta_0) / SE follows N(0,1). Works for both CGARCH and DCC results.

Usage

test_estimate_normality_generic(mc_result, param_names = c("alpha", "beta"))

Arguments

mc_result

Result from run_cgarch_monte_carlo() or run_dcc_monte_carlo()

param_names

Names of parameters to test (default: c("alpha", "beta"))

Value

List with test statistics for each parameter