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

作者: Anil K. Bera , Carlos M. Jarque

DOI: 10.1016/0165-1765(81)90035-5

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摘要: Abstract In this paper we study the performance of various tests for normality (N), homoscedasticity (H) and serial independence (I) regression residuals (u) under one, two three directional departures from HO:u∼NHI.

参考文章(3)
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Carlos M. Jarque, Anil K. Bera, Efficient tests for normality, homoscedasticity and serial independence of regression residuals Economics Letters. ,vol. 6, pp. 255- 259 ,(1980) , 10.1016/0165-1765(80)90024-5
N. E. Savin, The Bonferroni and the Scheffé Multiple Comparison Procedures The Review of Economic Studies. ,vol. 47, pp. 255- 273 ,(1980) , 10.2307/2297112