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

Economics Letters - Tập 6 Số 3 - Trang 255-259 - 1980
Carlos M. Jarque1, Anil K. Bera1
1Australian National University, Canberra, ACT 2600, Australia

Tóm tắt

Từ khóa


Tài liệu tham khảo

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Breusch, 1979, A simple test for heteroscedasticity and random coefficient variation, Econometrica, 47, 1287, 10.2307/1911963

Durbin, 1950, Testing for serial correlation in least squares regression I, Biometrika, 37, 409

Jarque, 1980, An efficient large sample test for normality of observations and regression residuals, Paper submitted to the Journal of the American Statistical Association

Kendall, 1969, Vol. 1

White, 1980, Some large sample tests for non-normality in linear regression models, Journal of the American Statistical Association, 75, 16, 10.2307/2287373