Testing normality for unconditionally heteroscedastic macroeconomic variables
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DOI: 10.1016/j.econmod.2017.10.015
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More about this item
Keywords
Unconditionally heteroscedastic time series; Jarque-Bera test;JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
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