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A simple bera-jarque normality test for nonparametric residuals |
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| Authors: | Paul Rilstone |
| Affiliation: | Département d'économique , Université Laval , Sainte Foy, Québec, G1K7P4, Canada |
| Abstract: | This paper demonstrates that the Bera-Jarque normality test using residuals from nonparametric series estimates has the usual X 2(2) asymptotic distribution. Monte Carlo results shows that the test has good properties for reasonably sized samples. |
| Keywords: | Nonparametric Residuals Series Normality Test |