On the validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models

✍ Scribed by Gabriele Fiorentini; Enrique Sentana; Giorgio Calzolari

• Book ID: 116420779
• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 94 KB
• Volume: 83
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/j.econlet.2003.10.023