On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (Q1927501): Difference between revisions
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| Property / cites work: Testing normality in econometric models / rank | |||
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Latest revision as of 01:45, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models |
scientific article |
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On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (English)
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1 January 2013
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skewness
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kurtosis
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ARCH
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moment tests
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