On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
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Publication:1927501
DOI10.1016/j.econlet.2003.10.023zbMath1254.91584OpenAlexW3122863173MaRDI QIDQ1927501
Giorgio Calzolari, Gabriele Fiorentini, Enrique Sentana
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2003.10.023
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) Analysis of variance and covariance (ANOVA) (62J10)
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