Efficient tests for normality, homoscedasticity and serial independence of regression residuals. Monte Carlo Evidence

Anil K Bera, Carlos M. Jarque

Research output: Contribution to journalArticle

Abstract

In this paper we study the performance of various tests for normality (N), homoscedasticity (H) and serial independence (I) of regression residuals (u) under one, two and three directional departures from HO:u∼NHI.

Original languageEnglish (US)
Pages (from-to)313-318
Number of pages6
JournalEconomics Letters
Volume7
Issue number4
DOIs
StatePublished - 1981
Externally publishedYes

Fingerprint

Normality
Serials

ASJC Scopus subject areas

  • Economics and Econometrics
  • Finance

Cite this

Efficient tests for normality, homoscedasticity and serial independence of regression residuals. Monte Carlo Evidence. / Bera, Anil K; Jarque, Carlos M.

In: Economics Letters, Vol. 7, No. 4, 1981, p. 313-318.

Research output: Contribution to journalArticle

@article{fb25843093824b79ae26bf43d20f9a40,
title = "Efficient tests for normality, homoscedasticity and serial independence of regression residuals. Monte Carlo Evidence",
abstract = "In this paper we study the performance of various tests for normality (N), homoscedasticity (H) and serial independence (I) of regression residuals (u) under one, two and three directional departures from HO:u∼NHI.",
author = "Bera, {Anil K} and Jarque, {Carlos M.}",
year = "1981",
doi = "10.1016/0165-1765(81)90035-5",
language = "English (US)",
volume = "7",
pages = "313--318",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "4",

}

TY - JOUR

T1 - Efficient tests for normality, homoscedasticity and serial independence of regression residuals. Monte Carlo Evidence

AU - Bera, Anil K

AU - Jarque, Carlos M.

PY - 1981

Y1 - 1981

N2 - In this paper we study the performance of various tests for normality (N), homoscedasticity (H) and serial independence (I) of regression residuals (u) under one, two and three directional departures from HO:u∼NHI.

AB - In this paper we study the performance of various tests for normality (N), homoscedasticity (H) and serial independence (I) of regression residuals (u) under one, two and three directional departures from HO:u∼NHI.

UR - http://www.scopus.com/inward/record.url?scp=0242280305&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0242280305&partnerID=8YFLogxK

U2 - 10.1016/0165-1765(81)90035-5

DO - 10.1016/0165-1765(81)90035-5

M3 - Article

AN - SCOPUS:0242280305

VL - 7

SP - 313

EP - 318

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

IS - 4

ER -