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Persistent link: https://www.econbiz.de/10012302758
The Jarque-Bera normality test verifies if the residues of the regression hyper-plane are normal random variables.In this paper we present some numerical and Monte Carlo methods to obtain normal residues if the Jarque-Bera test fails. We consider the case when we know the pdf, the cdf and the...
Persistent link: https://www.econbiz.de/10008633170