| Автор | Rilstone, Paul |
| Дата выпуска | 1992 |
| dc.description | 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. |
| Формат | application.pdf |
| Издатель | Marcel Dekker, Inc. |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Тема | Nonparametric Residuals |
| Тема | Series |
| Тема | Normality Test |
| Название | A simple bera-jarque normality test for nonparametric residuals |
| Тип | research-article |
| DOI | 10.1080/07474939208800245 |
| Electronic ISSN | 1532-4168 |
| Print ISSN | 0747-4938 |
| Журнал | Econometric Reviews |
| Том | 11 |
| Первая страница | 355 |
| Последняя страница | 365 |
| Аффилиация | Rilstone, Paul; Département d'économique, Université Laval |
| Выпуск | 3 |
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| Библиографическая ссылка | Rilstone, Paul. 1989. Calculating the (Local) Semiparametric Eficiency Bounds for the Generated Regressors Problem, mimeo: Université Laval. forthcoming, Journal of Econometrics |
| Библиографическая ссылка | Rilstone, Paul. 1988. Semiparametric Instrumental Variables Estimation, mimeo: Université Laval. forthcoming, Journal of Quantitative Economics |
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