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) |
|---|---|
| Pages (from-to) | 313-318 |
| Number of pages | 6 |
| Journal | Economics Letters |
| Volume | 7 |
| Issue number | 4 |
| DOIs | |
| State | Published - 1981 |
| Externally published | Yes |
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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 journal › Article
}
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.
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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 -