Efficient tests for normality, homoscedasticity and serial independence of regression residuals-Reference-Cited by-同舟云学术

Efficient tests for normality, homoscedasticity and serial independence of regression residuals

Published:1980-01 Issue:3 Volume:6 Page:255-259
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Jarque Carlos M.,Bera Anil K.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference7 articles.

1. A note on a heteroscedastic model;Amemiya;Journal of Econometrics,1977

2. Testing for autocorrelation in dynamic linear models;Breusch;Australian Economic Papers,1978

3. A simple test for heteroscedasticity and random coefficient variation;Breusch;Econometrica,1979

4. Testing for serial correlation in least squares regression I;Durbin;Biometrika,1950

5. An efficient large sample test for normality of observations and regression residuals;Jarque;Paper submitted to the Journal of the American Statistical Association,1980

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