IDEAS home Printed from
   My bibliography  Save this article

Numerical and Monte Carlo Methods to make Normal Residues in Regression


  • Ciuiu, Daniel

    () (Technical University of Civil Engineering, Bucharest)


The Jarque-Bera normality test verifies if the residues of the regression hyper-plane are normal random variables.In this paper we present some numerical and Monte Carlo methods to obtain normal residues if the Jarque-Bera test fails. We consider the case when we know the pdf, the cdf and the inverse of the cdf for the random variable Y (example: the exponential distribution), the case when we know only the first two elements (example: Erlang distribution) and the case when we know only the pdf (example: the gamma distribution). We consider also the case when we do not know even an analytical formula for the pdf. In this case we will estimate the pdf using some known kernels (see section 2).

Suggested Citation

  • Ciuiu, Daniel, 2009. "Numerical and Monte Carlo Methods to make Normal Residues in Regression," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 119-131, December.
  • Handle: RePEc:rjr:romjef:v::y:2009:i:4:p:119-131

    Download full text from publisher

    File URL:
    Download Restriction: no

    More about this item


    Jarque-Bera test; linear regression; kernels; Monte Carlo; credits;

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rjr:romjef:v::y:2009:i:4:p:119-131. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Corina Saman). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.