Model specification tests. A simultaneous approach

DOI10.1016/0304-4076(82)90103-8zbMath0517.62108OpenAlexW1489057355WikidataQ56806348 ScholiaQ56806348MaRDI QIDQ1053408

Carlos M. Jarque, Anil K. Bera

Publication date: 1982

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(82)90103-8

zbMATH Keywords

robustnessnormalityserial independencemodel specification testshomoscedasticitysimultaneous approachLagrange multiplier principle

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Paired and multiple comparisons; multiple testing (62J15)

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