Efficient tests for normality, homoscedasticity and serial independence of regression residuals
Year of publication: |
1980
|
---|---|
Authors: | Jarque, Carlos M. ; Bera, Anil K. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 6.1980, 3, p. 255-259
|
Subject: | Ökonometrik Schätzung |
-
Buchholz, Rainer, (1985)
-
Posterior analysis of econometric models using Monte Carlo integration
Dijk, Herman K. van, (1984)
-
Keller, Klaus, (1978)
- More ...
-
Efficient specification tests for limited dependent variable models
Jarque, Carlos M., (1982)
-
Tests for serial independence in limited dependent variable models
Jarque, Carlos M., (1981)
-
An efficient large-sample test for normality of observations and regression residuals
Bera, Anil K., (1981)
- More ...