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Volumn 51, Issue 2, 1996, Pages 123-130

The distribution of a lagrange multiplier test of normality

Author keywords

Monte Carlo; Normality; Specification testing

Indexed keywords


EID: 0042635630     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1765(95)00784-9     Document Type: Article
Times cited : (34)

References (15)
  • 1
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    • An omnibus test for normality for moderate and large size samples
    • D'Agostino, R.B., 1971, An omnibus test for normality for moderate and large size samples, Biometrika 58, 341-348.
    • (1971) Biometrika , vol.58 , pp. 341-348
    • D'Agostino, R.B.1
  • 2
    • 85036258669 scopus 로고
    • Distribution of the estimators for autoregressive series with a unit root
    • Dickey, D.A. and W.A. Fuller, 1979, Distribution of the estimators for autoregressive series with a unit root, Journal of the American Statistical Association 74, 427-431.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 5
    • 0011568998 scopus 로고
    • On multiple diagnostic procedures for the linear model
    • Hillier, G.H., 1991, On multiple diagnostic procedures for the linear model, Journal of Econometrics 47, 47-66.
    • (1991) Journal of Econometrics , vol.47 , pp. 47-66
    • Hillier, G.H.1
  • 6
    • 35548931351 scopus 로고
    • Efficient tests for normality, homoscedasticity and serial independence of regression residuals
    • Jarque, C.M. and A.K. Bera, 1980, Efficient tests for normality, homoscedasticity and serial independence of regression residuals, Economics Letters 6, 255-259.
    • (1980) Economics Letters , vol.6 , pp. 255-259
    • Jarque, C.M.1    Bera, A.K.2
  • 7
    • 0002437730 scopus 로고
    • A test for normality of observations and regression residuals
    • Jarque, C.M. and A.K. Bera, 1987, A test for normality of observations and regression residuals, International Statistical Review 55, 163-172.
    • (1987) International Statistical Review , vol.55 , pp. 163-172
    • Jarque, C.M.1    Bera, A.K.2
  • 8
    • 49049143455 scopus 로고
    • Trends and random walks in macroeconomic time series
    • Nelson, C.R. and C.I. Plosser, 1982, Trends and random walks in macroeconomic time series, Journal of Monetary Economics 10, 139-162.
    • (1982) Journal of Monetary Economics , vol.10 , pp. 139-162
    • Nelson, C.R.1    Plosser, C.I.2
  • 9
    • 84945774216 scopus 로고
    • Diagnostic tests as residual analysis
    • Pagan, A.R. and A.D. Hall, 1983, Diagnostic tests as residual analysis, Econometric Reviews 2, 159-218.
    • (1983) Econometric Reviews , vol.2 , pp. 159-218
    • Pagan, A.R.1    Hall, A.D.2
  • 10
    • 0017711839 scopus 로고
    • Tests for departures from normality: Comparison of powers
    • Pearson, E.S., R.B. D'Agostino and K.O. Bowman, 1977, Tests for departures from normality: Comparison of powers, Biometrika 64, 231-246.
    • (1977) Biometrika , vol.64 , pp. 231-246
    • Pearson, E.S.1    D'Agostino, R.B.2    Bowman, K.O.3
  • 12
    • 0000898845 scopus 로고
    • An analysis of variance test for normality (complete samples)
    • Shapiro, S.S. and M.B. Wilk, 1965, An analysis of variance test for normality (complete samples), Biometrika 52, 591-611.
    • (1965) Biometrika , vol.52 , pp. 591-611
    • Shapiro, S.S.1    Wilk, M.B.2
  • 13
    • 0016347989 scopus 로고
    • An empirical comparison of the percentage points of W and W'
    • Weisberg, S., 1974, An empirical comparison of the percentage points of W and W', Biometrika 61, 644-646.
    • (1974) Biometrika , vol.61 , pp. 644-646
    • Weisberg, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.