메뉴 건너뛰기




Volumn 12, Issue 6, 2005, Pages 351-354

Finite-sample quantiles of the Jarque-Bera test

Author keywords

[No Author keywords available]

Indexed keywords

TESTING METHOD;

EID: 19844371849     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/1350485042000338653     Document Type: Article
Times cited : (12)

References (12)
  • 1
    • 84953097050 scopus 로고
    • Lag order and critical values of the augmented Dickey-Fuller test
    • Cheung, Y.-W. and Lai, K. S. (1995) Lag order and critical values of the augmented Dickey-Fuller test, Journal of Business and Economic Statistics, 13, 277-80.
    • (1995) Journal of Business and Economic Statistics , vol.13 , pp. 277-280
    • Cheung, Y.-W.1    Lai, K.S.2
  • 2
    • 0042635630 scopus 로고    scopus 로고
    • The distribution of a Lagrange multiplier test of normality
    • Deb, P. and Sefton, M. (1996) The distribution of a Lagrange multiplier test of normality, Economics Letters, 51, 123-30.
    • (1996) Economics Letters , vol.51 , pp. 123-130
    • Deb, P.1    Sefton, M.2
  • 3
    • 0012335550 scopus 로고    scopus 로고
    • Simulation-based finite sample normality tests in linear regress
    • Dufour, J.-M., Farhat, A., Gardiol, L. and Khalaf, L. (1998) Simulation-based finite sample normality tests in linear regress, Econometrics Journal, 1, 154-73.
    • (1998) Econometrics Journal , vol.1 , pp. 154-173
    • Dufour, J.-M.1    Farhat, A.2    Gardiol, L.3    Khalaf, L.4
  • 4
    • 0000167703 scopus 로고
    • Monte Carlo methodology and the finite sample properties of instrumental variables statistics for testing nested and non-nested hypotheses
    • Ericsson, N. R. (1991) Monte Carlo methodology and the finite sample properties of instrumental variables statistics for testing nested and non-nested hypotheses, Econometrica, 59, 1249-77.
    • (1991) Econometrica , vol.59 , pp. 1249-1277
    • Ericsson, N.R.1
  • 5
    • 0009659131 scopus 로고    scopus 로고
    • Distributions of error correction tests for cointegration
    • Ericsson, N. R. and MacKinnon, J. G. (2002) Distributions of error correction tests for cointegration, Econometrics Journal, 5, 285-318.
    • (2002) Econometrics Journal , vol.5 , pp. 285-318
    • Ericsson, N.R.1    MacKinnon, J.G.2
  • 6
    • 35548931351 scopus 로고
    • Efficient tests for normality, homoscedasticity and serial independence of regression residuals
    • Jarque, C. M. and Bera, A. K. (1980) Efficient tests for normality, homoscedasticity and serial independence of regression residuals, Economics Letters, 6, 255-9.
    • (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 Bera, A. K. (1987) A test for normality of observations and regression residuals, International Statistical Review, 55, 163-72.
    • (1987) International Statistical Review , vol.55 , pp. 163-172
    • Jarque, C.M.1    Bera, A.K.2
  • 8
    • 0040609274 scopus 로고    scopus 로고
    • Residual-based tests for normality in autoregressions: Asymptotic theory and simulation evidence
    • Kilian, L. and Demiroglu, U. (2000) Residual-based tests for normality in autoregressions: asymptotic theory and simulation evidence, Journal of Business and Economic Statistics, 18, 40-50.
    • (2000) Journal of Business and Economic Statistics , vol.18 , pp. 40-50
    • Kilian, L.1    Demiroglu, U.2
  • 9
    • 4344667473 scopus 로고    scopus 로고
    • A simple test of normality for times series
    • Lobato, I. N. and Velasco, C. (2004) A simple test of normality for times series, Econometric Theory, 20, 671-89.
    • (2004) Econometric Theory , vol.20 , pp. 671-689
    • Lobato, I.N.1    Velasco, C.2
  • 10
    • 21344490088 scopus 로고
    • Approximate asymptotic distribution functions for unit-root and cointegration tests
    • MacKinnon, J. G. (1994) Approximate asymptotic distribution functions for unit-root and cointegration tests, Journal of Business and Economic Statistics, 12, 167-76.
    • (1994) Journal of Business and Economic Statistics , vol.12 , pp. 167-176
    • MacKinnon, J.G.1
  • 11
    • 0033444729 scopus 로고    scopus 로고
    • Numerical distribution functions of likelihood ratio tests for cointegration
    • MacKinnon, J. G., Haug, A. A. and Michelis, L. (1999) Numerical distribution functions of likelihood ratio tests for cointegration, Journal of Applied Econometrics, 14, 563-77.
    • (1999) Journal of Applied Econometrics , vol.14 , pp. 563-577
    • MacKinnon, J.G.1    Haug, A.A.2    Michelis, L.3
  • 12
    • 0030299450 scopus 로고    scopus 로고
    • On the correct use of omnibus tests for normality
    • (corrigendum (1997), 54, 301)
    • Urzúa, C. M. (1996) On the correct use of omnibus tests for normality, Economics Letters, 53, 247-51 (corrigendum (1997), 54, 301).
    • (1996) Economics Letters , vol.53 , pp. 247-251
    • Urzúa, C.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.