Efficient tests for normality, homoscedasticity and serial independence of regression residuals

Economics Letters - Tập 7 - Trang 313-318 - 1981
Anil K. Bera1, Carlos M. Jarque1
1Australian National University, Canberra, ACT 2600, Australia

Tài liệu tham khảo

Jarque, 1980, Efficient tests for normality, homoscedasticity and serial independence of regression residuals, Economic Letters, 6, 255, 10.1016/0165-1765(80)90024-5 Payen, 1980, A simple test for homoscedasticity in case of non-normality Savin, 1980, The Bonferroni and the Scheffé multiple comparison procedures, Review of Economic Studies, XLVII, 255, 10.2307/2297112 White, 1980, Some large-sample tests for non-normality in the linear regression model, Journal of the American Statistical Association, 75, 16, 10.2307/2287373