A simple bera-jarque normality test for nonparametric residuals
Rilstone, Paul; Rilstone, Paul; Département d'économique, Université Laval
Журнал:
Econometric Reviews
Дата:
1992
Аннотация:
This paper demonstrates that the Bera-Jarque normality test using residuals from nonparametric series estimates has the usual X <sup>2</sup>(2) asymptotic distribution. Monte Carlo results shows that the test has good properties for reasonably sized samples.
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