作者: Anil K. Bera , Carlos M. Jarque
DOI: 10.1016/0165-1765(81)90035-5
关键词:
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.