EFFICIENT TESTS FOR NORMALITY, HOMOSCEDASTICITY AND SERIAL INDEPENDENCE REGRESSION RESIDUALS - MONTE-CARLO EVIDENCE

被引:268
作者
BERA, AK
JARQUE, CM
机构
关键词
D O I
10.1016/0165-1765(81)90035-5
中图分类号
F [经济];
学科分类号
02 ;
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页码:313 / 318
页数:6
相关论文
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[2]  
PAYEN JF, 1980, 4TH EC SOC WORLD C A
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SAVIN EN, 1980, REV EC STUDIES, V47, P255
[4]   SOME LARGE-SAMPLE TESTS FOR NON-NORMALITY IN THE LINEAR-REGRESSION MODEL [J].
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MACDONALD, GM .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1980, 75 (369) :16-28