Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test
Year of publication: |
2009-12-11
|
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Authors: | Wuertz, Diethelm ; Katzgraber, Helmut |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Jarque-Bera | Lagrange Multiplier |
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