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

Anil K Bera; Carlos M. Jarque

doi:10.1016/0165-1765(81)90035-5

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

Anil K Bera, Carlos M. Jarque

Research output: Contribution to journal › Article

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 H_O:u∼NHI.

Original language	English (US)
Pages (from-to)	313-318
Number of pages	6
Journal	Economics Letters
Volume	7
Issue number	4
DOIs	https://doi.org/10.1016/0165-1765(81)90035-5
State	Published - 1981
Externally published	Yes

ASJC Scopus subject areas

Economics and Econometrics
Finance

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Bera, A. K., & Jarque, C. M. (1981). Efficient tests for normality, homoscedasticity and serial independence of regression residuals. Monte Carlo Evidence. Economics Letters, 7(4), 313-318. https://doi.org/10.1016/0165-1765(81)90035-5

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