A test for heteroscedasticity and non-normality of regression residuals: a practical approach

DOI10.1016/0165-1765(89)90050-5zbMath1328.62422OpenAlexW1528513560MaRDI QIDQ902677

K. P. Kalirajan

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(89)90050-5

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Generalized LM tests for functional form and heteroscedasticity

Cites Work

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• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• Some Large-Sample Tests for Nonnormality in the Linear Regression Model
• On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
• Regression Analysis when the Dependent Variable Is Truncated Normal
• On the Testing of Regression Disturbances for Normality

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