A simple bera-jarque normality test for nonparametric residuals
- 1 January 1992
- journal article
- research article
- Published by Taylor & Francis in Econometric Reviews
- Vol. 11 (3) , 355-365
- https://doi.org/10.1080/07474939208800245
Abstract
This paper demonstrates that the Bera-Jarque normality test using residuals from nonparametric series estimates has the usual X 2(2) asymptotic distribution. Monte Carlo results shows that the test has good properties for reasonably sized samples.Keywords
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