A simple representation of the Bera-Jarque-Lee test for probit models

Economics Letters

Volumn 101, Issue 2, 2008, Pages 119-121

  Wilde, Joachim ^a,b  

^a HALLE INSTITUTE FOR ECONOMIC RESEARCH   (Germany)

^b MARTIN LUTHER UNIVERSITY HALLE WITTENBERG   (Germany)

Author keywords

Artificial regression; Lagrange multiplier test; Normality assumption; Probit model

Indexed keywords

EID: 51749107730     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2008.07.010     Document Type: Article

References (9)

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