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

by Jarque, Carlos M. & Bera, Anil K.

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Paul Lanoie & Jérôme Moreau & Georges A. Tanguay, 2001. "Environmental Policy, Public Interest and Political Market," CIRANO Working Papers 2001s-37, CIRANO. [Downloadable!]
  2. Bernhard Pfaff, 2008. "VAR, SVAR and SVEC Models: Implementation Within R Package vars," Journal of Statistical Software, American Statistical Association, vol. 27(04), 07. [Downloadable!]
  3. Joseph L. Gastwirth & Yulia R. Gel & Wallace Hui, 2008. "lawstat: An R Package for Law, Public Policy and Biostatistics," Journal of Statistical Software, American Statistical Association, vol. 28(03), October. [Downloadable!]
  4. BONTEMPS, Christian & MEDDAHI, Nour, 2002. "Testing Normality : A GMM Approach," Cahiers de recherche 2002-14, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
  5. P Mejía-Reyes & D R Osborn & M Sensier, 2004. "Modelling Real Exchange Rate Effects on Output Performance in Latin America," Centre for Growth and Business Cycle Research Discussion Paper Series 35, Economics, The Univeristy of Manchester. [Downloadable!]
  6. Thomas M Fullerton Jr & W Charles Sawyer & Richard L Sprinkle, 2004. "Functional Form for United States - Mexico Trade Equations," International Trade 0408001, EconWPA. [Downloadable!]
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  7. David F. Hendry & Neil R. Ericsson, 1989. "An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz," International Finance Discussion Papers 355, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  8. Turturean Ciprian-Ionel & Jemna Danut-Vasile, 2008. "The External Payments' Balance And The Romanian Economic Growth Between 1996 And 2006," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 2(1), pages 936-941, May. [Downloadable!]
  9. Neil R. Ericsson & David F. Hendry, 1985. "Conditional econometric modelling : an application to new house prices in the United Kingdom," International Finance Discussion Papers 254, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  10. John H. Welch, 1991. "Public debts and deficits in Mexico: a comment," Research Paper 9116, Federal Reserve Bank of Dallas. [Downloadable!]
  11. Jaime Marquez & Neil R. Ericsson, 1990. "Evaluating the predictive performance of trade-account models," International Finance Discussion Papers 377, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  12. Havrila, Inka & Gunawardana, Pemasiri, 2006. "Determinants of Export Supply of the Australian Textiles Industry," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 36(1-2), pages 45-59, March/Sep. [Downloadable!]
  13. Jaime Marquez, 1992. "Real exchange rates: measurement and implications for predicting U.S. external imbalances," International Finance Discussion Papers 427, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  14. Emmanuel Farhi & Samuel Paul Fraiberger & Xavier Gabaix & Romain Ranciere & Adrien Verdelhan, 2009. "Crash Risk in Currency Markets," NBER Working Papers 15062, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  15. Sanghoon Lee, 2008. "Ownership Structure and Financial Performance: Evidence from Panel Data of South Korea," Working Paper Series, Department of Economics, University of Utah 2008_17, University of Utah, Department of Economics. [Downloadable!]
  16. Aaron Batten, 2009. "Foreign Aid, Government Behaviour and Fiscal Policy Outcomes in Papua New Guinea," International and Development Economics Working Papers idec09-03, International and Development Economics. [Downloadable!]
  17. Michael Andersen & Robert Subbaraman, 1996. "Share Prices and Investment," RBA Research Discussion Papers rdp9610, Reserve Bank of Australia. [Downloadable!]
  18. Hartmut Lehmann & Norberto Pignatti, 2008. "Informal Employment Relationships and Labor Market Segmentation in Transition Economies: Evidence from Ukraine," ESCIRRU Working Papers 3, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  19. William C. Gruben & John H. Welch, 1993. "Default risk, dollarization, and currency substitution in Mexico," Research Paper 9313, Federal Reserve Bank of Dallas. [Downloadable!]
  20. Jacob Gyntelberg & Eli M Remolona, 2007. "Risk in carry trades: a look at target currencies in Asia and the Pacific," BIS Quarterly Review, Bank for International Settlements, December. [Downloadable!]
  21. Jaime Marquez, 1992. "Life expectancy of international cartels: an empirical analysis," International Finance Discussion Papers 439, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  22. Haluk Erlat, 1991. "An Ex Post Statistical Assessment of the Central Bank Quarterly Econometric Model of Turkey," Discussion Papers 9108, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  23. Jondeau, E. & Rockinger, M., 2004. "Optimal Portfolio Allocation Under Higher Moments," Documents de Travail 108, Banque de France. [Downloadable!]
  24. Roosenboom, P.G.J. & Goot, T. van der, 2003. "Takeover defenses and IPO firm value in the Netherlands," Research Paper ERS-2003-049-ORG Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  25. Bontemps, Christian & Meddahi, Nour, 2007. "Testing Distributional Assumptions: A GMM Approach," IDEI Working Papers 486, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
  26. Clements, M.P. & Smith, J., 1997. "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS) 487, University of Warwick, Department of Economics. [Downloadable!]
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  27. Christian Bontemps & Nour Meddahi, 2002. "Testing Normality: A GMM Approach," CIRANO Working Papers 2002s-63, CIRANO. [Downloadable!]
  28. Mervyn King & Enrique Sentana & Sushil Wadhwani, 1990. "Volatiltiy and Links Between National Stock Markets," NBER Working Papers 3357, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  29. Frédéric Bec & Jean-Olivier Hairaut, 1993. "Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes," Annales d'Economie et de Statistique, ADRES, issue 30, pages 04, Avril-Jui. [Downloadable!]
  30. Urzúa, Carlos M., 1996. "Omnibus Tests for Multivariate Normality of Observations and Residuals," EGAP Working Papers 200304, Tecnológico de Monterrey, Campus Ciudad de México. [Downloadable!]
  31. Ekrem Kilic, 2005. "A Nonparametric Way of Distribution Testing," Econometrics 0510006, EconWPA. [Downloadable!]
  32. Lijn, N. van der, 1995. "Well-being, democracy, and the economic system : an empirical analysis," Research Memorandum 705, Tilburg University, Faculty of Economics and Business Administration. [Downloadable!]
  33. Graciela Moguillansky, 1994. "Factores Determinantes de las Exportaciones Industriales Brasileñas durante la Década de 1980," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 31(92), pages 3-26. [Downloadable!]
  34. Gordon de Brouwer & Neil R Ericsson, 1995. "Modelling Inflation in Australia," RBA Research Discussion Papers rdp9510, Reserve Bank of Australia. [Downloadable!]
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  35. Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2007. "On the Statistical Identification of DSGE Models," Working Papers 324, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  36. Hassink, W.H.J. & Broersma, L., 1993. "Labour demand and job-to-job movement : macro-consequences as a result from micro-economic behaviour," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  37. Neil R. Ericsson & Sunil Sharma, 1996. "Broad money demand and financial liberalization in Greece," International Finance Discussion Papers 559, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  38. Neil R. Ericsson, 1991. "Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration," International Finance Discussion Papers 412, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  39. Sang V Nguyen & Edward C Kokkelenberg, 1988. "Modelling Technical Progress And Total Factor Productivity: A Plant Level Example," Working Papers 88-4, Center for Economic Studies, U.S. Census Bureau. [Downloadable!]
  40. Georges A. Tanguay & Paul Lanoie & Jérôme Moreau, 2001. "Environmental Policy, Public Interest and Political Market," Cahiers de recherche 01-01, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
  41. Claudio Lupi, 2009. "Unit Root CADF Testing with R," Journal of Statistical Software, American Statistical Association, vol. 32(02), October. [Downloadable!]
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This page was last updated on 2009-12-12.

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