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Efficient tests for normality, homoscedasticity and serial independence of regression residuals

✍ Scribed by Carlos M. Jarque; Anil K. Bera

Book ID
116098860
Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
253 KB
Volume
6
Category
Article
ISSN
0165-1765

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This paper presents nonparametric tests of independence that can be used to test the independence of p random variables, serial independence for time series, or residuals data. These tests are shown to generalize the classical portmanteau statistics. Applications to both time series and regression r