A new test for normality in linear autoregressive models

MaRDI QIDQ1868960zbMATH OpenFDO

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)

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)

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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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