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

ASJC Scopus subject areas

  • Economics and Econometrics
  • Finance

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