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

Keywords

Homoscedasticity, Normality, Econometrics, Statistics, Independence (probability theory)

References

• The advanced theory of statisticsG. S. Watson, M. G. Kendall, Alan Stuart — 1945
• An efficient large-sample test for normality of observations and regression residualsAnil K. Bera, Carlos M. Jarque — 1981
• A note on a heteroscedastic modelTakeshi Amemiya — 1977
• TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELSTrevor Breusch — 1978
• Some Large-Sample Tests for Nonnormality in the Linear Regression ModelHalbert White, Glenn MacDonald — 1980
• A simple test for heteroscedasticity and random coefficient variation (econometrica vol 47Trevor Breusch, A. R. Pagan — 1979
• The Bonferroni and the Scheffé multiple comparison proceduresN. E. Savin — 1980
• Some Large-Sample Tests for Nonnormality in the Linear Regression ModelHalbert White, Glenn MacDonald — 1980
• The Advanced Theory of Statistics.G. M. Clarke, M. G. Kendall, A. Stuart — 1978
• Testing for Serial Correlation in Least Squares Regression: IJ. Durbin, G. S. Watson — 1950

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