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Efficient test for normality, homoscedasricity and serial independence of regression residuals : Monte Carlo evidence
Bera, Anil K.; Jarque, Carlos M. - In: Economics letters 7 (1981) 4, pp. 313-318
Persistent link: https://www.econbiz.de/10001895877
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Model specification tests : a simultaneous approach
Bera, Anil K.; Jarque, Carlos M. - In: Annals of applied econometrics (1982) 3, pp. 59-82
Persistent link: https://www.econbiz.de/10001895917
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A note on the effects of linear approximation on hypothesis testing
Bera, Anil K.; Byron, Ray - In: Economics letters 12 (1983) 3/4, pp. 251-254
Persistent link: https://www.econbiz.de/10001895943
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Testing the normality assumption in limited dependent variable models
Bera, Anil K.; Jarque, Carlos M.; Lee, Lung-Fei - In: International economic review 25 (1984) 3, pp. 563-578
Persistent link: https://www.econbiz.de/10001896018
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The use of linear approximation to nonlinear regression analysis
Bera, Anil K. - 1981
Persistent link: https://www.econbiz.de/10001896061
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Efficient tests for normality, homoscedasticity and serial independence of regression residuals
Jarque, Carlos M.; Bera, Anil K. - In: Economics letters 6 (1980) 3, pp. 255-259
Persistent link: https://www.econbiz.de/10003075241
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Tests for serial independence in limited dependent variable models
Jarque, Carlos M.; Bera, Anil K. - 1981
Persistent link: https://www.econbiz.de/10003075293
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On exact and asymptotic tests of non-nested models
Bera, Anil K.; McAleer, Michael - 1985
Persistent link: https://www.econbiz.de/10013539671