Efficient tests for normality, homoscedasticity and serial independence of regression residuals
- 1 January 1980
- journal article
- Published by Elsevier in Economics Letters
- Vol. 6 (3) , 255-259
- https://doi.org/10.1016/0165-1765(80)90024-5
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Some Large-Sample Tests for Nonnormality in the Linear Regression ModelJournal of the American Statistical Association, 1980
- A Simple Test for Heteroscedasticity and Random Coefficient VariationEconometrica, 1979
- TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELS*Australian Economic Papers, 1978
- A note on a heteroscedastic modelJournal of Econometrics, 1977