On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
type: Item
instance of: scholarly article
title: On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
zbMATH Open document ID: 1254.91584
author: Gabriele Fiorentini
author: Enrique Sentana
author: Giorgio Calzolari
published in: Economics Letters
publication date: 2013-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62J10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6120283
zbMATH Keywords: skewness
zbMATH Keywords: kurtosis
zbMATH Keywords: ARCH
zbMATH Keywords: moment tests
MaRDI profile type: Publication
full work available at URL: j.econlet.2003.10.023
OpenAlex ID: W3122863173
cites work: Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
cites work: Q4802629
cites work: Testing normality in econometric models
cites work: Quadratic ARCH Models
DOI: 10.1016/J.ECONLET.2003.10.023
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description: scientific article; zbMATH DE number 6120283