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An efficient large-sample test for normality of observations and regression residuals
Bera, Anil K.; Jarque, Carlos M. - 1981
Persistent link: https://www.econbiz.de/10003489441
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Sample splitting and applied econometric modeling
Jarque, Carlos M. - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 2, pp. 267-274
Persistent link: https://www.econbiz.de/10003585849
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An efficient large-sample test for normality and homoscedasticity of regression residuals
Jarque, Carlos M.; Bera, A. K. - 1981
Persistent link: https://www.econbiz.de/10003489412
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Estimation of varying parameter models using cluster analysis
Jarque, Carlos M. - 1980
Persistent link: https://www.econbiz.de/10003585815
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Heteroscedasticity tests
Jarque, Carlos M. - 1980
Persistent link: https://www.econbiz.de/10003585838
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Testing for heteroscedasticity and random coefficient variation in simultaneous equations models
Jarque, Carlos M. - 1981
Persistent link: https://www.econbiz.de/10003585855
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The use of linear approximation to nonlinear regression analysis
Bera, Anil K. - 1981
Persistent link: https://www.econbiz.de/10003489741