Efficient tests for normality, homoscedasticity and serial independence of regression residuals
- 1 January 1981
- journal article
- Published by Elsevier in Economics Letters
- Vol. 7 (4) , 313-318
- https://doi.org/10.1016/0165-1765(81)90035-5
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Some Large-Sample Tests for Nonnormality in the Linear Regression ModelJournal of the American Statistical Association, 1980
- The Bonferroni and the Scheffe Multiple Comparison ProceduresThe Review of Economic Studies, 1980
- Efficient tests for normality, homoscedasticity and serial independence of regression residualsEconomics Letters, 1980