A new test for normality in linear autoregressive models

zbMATH Open1027.62024MaRDI QIDQ1868960FDOQ1868960

Authors: Min Chen, Gemai Chen, Guo Fu Wu 

Publication date: 13 January 2004

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

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zbMATH Keywords

Kolmogorov-Smirnov statistictime-reversibilityone-step forecast

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (11)

• New goodness-of-fit tests for the error distribution of autoregressive time-series models
• Testing normality in econometric models
• On the Pearson's chi-square test for normality of autoregression with outliers
• Using OLS to test for normality
• A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model
• A divergence test for autoregressive time series models
• A simple numerical method of checking normality in statistical models
• Test for normality in the econometric disequilibrium markets model
• Testing Normality for Linear AR(p) Models
• Testing normality in autoregressive models
• Percentage points and power of a Kolmogorov-Smirnov type test for linearity in autoregressive time series

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