Similar Search Results

Narrow search

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

Jarque, Carlos M.; Bera, Anil K. - In: Economics Letters 6 (1980) 3, pp. 255-259

Persistent link: https://www.econbiz.de/10005257502

Efficient specification tests for limited dependent variable models

Jarque, Carlos M.; Bera, Anil K. - In: Economics Letters 9 (1982) 2, pp. 153-160

Persistent link: https://www.econbiz.de/10005257613

Efficient tests for normality, homoscedasticity and serial independence of regression residuals : Monte Carlo Evidence

Bera, Anil K.; Jarque, Carlos M. - In: Economics Letters 7 (1981) 4, pp. 313-318

Persistent link: https://www.econbiz.de/10005361941

Testing under local misspecification and artificial regressions

Bera, Anil K.; Montes-Rojas, Gabriel; Sosa-Escudero, Walter - In: Economics Letters 104 (2009) 2, pp. 66-68

An additivity property of LM tests is derived, linking joint, marginal and Bera-Yoon "adjusted" tests, hence the latter can be derived as the difference of the first two. An artificial regression framework provides an intuitive geometrical illustration of the Bera-Yoon principle.

Persistent link: https://www.econbiz.de/10005023473

A note on the effects of linear approximation on hypothesis testing

Bera, Anil K.; Byron, Ray - In: Economics Letters 12 (1983) 3-4, pp. 251-254

Persistent link: https://www.econbiz.de/10005275853

A new test for normality

Bera, Anil K. - In: Economics Letters 9 (1982) 3, pp. 263-268

Persistent link: https://www.econbiz.de/10005362295