EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Jarque–Bera test"
Narrow search

Narrow search

Year of publication
Subject
All
Jarque-Bera test 5 Free cumulant 2 High-dimensional data 2 Semicircle law 2 Spectral distribution 2 Test for covariance matrix 2 Jarque – Bera test 1 Monte Carlo 1 Monte Carlo simulations 1 abnormality of the data distribution 1 bootstrap 1 conditional heteroskedsaticity 1 conditional normality 1 credits 1 descriptive statistics 1 e-management 1 inequality constraints 1 kernels 1 linear regression 1 power 1 social and economic system (SES) societal computerized management (SCM) 1
more ... less ...
Online availability
All
Free 6
Type of publication
All
Book / Working Paper 4 Article 2
Type of publication (narrower categories)
All
Working Paper 1
Language
All
English 3 Undetermined 3
Author
All
Glombek, Konstantin 2 COSTAKE, Nicolae 1 Chen, Yi-Ting 1 Ciuiu, Daniel 1 Hughes, Anthony W. 1 Kuan, Chung-Ming 1 SAVOIU, Gheorghe 1
more ... less ...
Institution
All
Institute of Economics, Academia Sinica 1 School of Economics, University of Adelaide 1 Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 1
Published in...
All
Discussion Papers in Econometrics and Statistics 1 Discussion Papers in Statistics and Econometrics 1 IEAS Working Paper : academic research 1 Journal for Economic Forecasting 1 Romanian Statistical Review 1 School of Economics Working Papers 1
Source
All
RePEc 5 EconStor 1
Showing 1 - 6 of 6
Cover Image
A Jarque-Bera test for sphericity of a large-dimensional covariance matrix
Glombek, Konstantin - 2013
semicircle law to the normal distribution, the proposed test statistic is of the type of the Jarque-Bera test statistic …
Persistent link: https://www.econbiz.de/10010312043
Saved in:
Cover Image
A Jarque-Bera test for sphericity of a large-dimensional covariance matrix
Glombek, Konstantin - Seminar für Wirtschafts- und Sozialstatistik, … - 2013
semicircle law to the normal distribution, the proposed test statistic is of the type of the Jarque-Bera test statistic …
Persistent link: https://www.econbiz.de/10010986595
Saved in:
Cover Image
Numerical and Monte Carlo Methods to make Normal Residues in Regression
Ciuiu, Daniel - In: Journal for Economic Forecasting (2009) 4, pp. 119-131
.In this paper we present some numerical and Monte Carlo methods to obtain normal residues if the Jarque-Bera test fails. We …
Persistent link: https://www.econbiz.de/10008633170
Saved in:
Cover Image
STATISTICAL ANALYSIS OF DATA SETS LEGISLATIVE TYPE
SAVOIU, Gheorghe; COSTAKE, Nicolae - In: Romanian Statistical Review 61 (2013) 5, pp. 53-60
This paper identifies some characteristic statistical aspects of the annual legislation’s dynamics and structure in the socio-economic system that had defined Romania, over the last two decades. After a brief introduction devoted to the concepts of social and economic system (SES) and societal...
Persistent link: https://www.econbiz.de/10010691412
Saved in:
Cover Image
A Generalized Jarque-Bera Test of Conditional Normality
Chen, Yi-Ting; Kuan, Chung-Ming - Institute of Economics, Academia Sinica - 2003
residuals and propose an asymptotic x2 test of normality. This test simplifies to the Jarque-Bera test only when: (i) the … homoskedastic. Beyond this context, it is shown that the Jarque-Bera test has size distortion but the proposed test does not. …
Persistent link: https://www.econbiz.de/10008632893
Saved in:
Cover Image
Testing for Non-Normality in the Presence of One-Sided Slope Parameters
Hughes, Anthony W. - School of Economics, University of Adelaide - 2000
both asymptotic and bootstrap critical values. We then demonstrate that significant improvements in the power of the Jarque-Bera … test can be made via the application of one-sided information concerning the slope parameters in the model. …
Persistent link: https://www.econbiz.de/10008462881
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...