On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
| Year of publication: |
2004
|
|---|---|
| Authors: | Fiorentini, Gabriele ; Sentana, Enrique ; Calzolari, Giorgio |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 83.2004, 3, p. 307-312
|
| Publisher: |
Elsevier |