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 language | English (US) |
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Pages (from-to) | 313-318 |
Number of pages | 6 |
Journal | Economics Letters |
Volume | 7 |
Issue number | 4 |
DOIs | |
State | Published - 1981 |
Externally published | Yes |
ASJC Scopus subject areas
- Economics and Econometrics
- Finance