Efficient tests for normality, homoscedasticity and serial independence of regression residuals

Bera, Anil K.; Jarque, Carlos M.

doi:10.1016/0165-1765(81)90035-5

Cited by 421 publications

(173 citation statements)

References 3 publications

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“…In either case we get | √ nĤ (3) n | → p ∞ as was to be shown. The proof of Theorem 2.4 (b) is thus complete.…”

mentioning

confidence: 65%

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Jarque–Bera normality test for the driving Lévy process of a discretely observed univariate SDE

Lee

Masuda

2010

Stat Inference Stoch Process

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We study the validity of the Jarque-Bera test for a class of univariate parametric stochastic differential equations (SDE) dXt = b(Xt, α)dt + dZt observed at discrete time points t n i = ihn, i = 1, 2, . . . , n, where Z is a nondegenerate Lévy process with finite moments, and nhn → ∞ and nh 2 n → 0 as n → ∞. Under appropriate conditions it is shown that Jarque-Bera type statistics based on the Euler residuals can be used to test the normality of the unobserved Z, and moreover, that the proposed test is consistent against presence of any nontrivial jump component. Our result therefore provides a very easy and asymptotically distribution-free test procedure without any fine-tuning parameter. Some illustrative simulation results are given to reveal good performance of our test statistics.

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“…In either case we get | √ nĤ (3) n | → p ∞ as was to be shown. The proof of Theorem 2.4 (b) is thus complete.…”

mentioning

confidence: 65%

“…Based on this reasoning, we here employ the Jarque-Bera (JB) test (cf. Jarque and Bera (1980) and Bera and Jarque (1981)), which is asymptotically distribution-free, as an alternative in our study since it is well known that the JB test is easy to implement in actual practice in comparison to other conventional tests.…”

Section: Introductionmentioning

confidence: 99%

Jarque–Bera normality test for the driving Lévy process of a discretely observed univariate SDE

Lee

Masuda

2010

Stat Inference Stoch Process

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“…In each case a Jarque-Bera test [23] did not reject the hypothesis of normality of the residuals (P = 0.19 and 0.34 for the left and right ANOVAs respectively). In each case one of the 72 readings was removed due to the response being an extreme outlier for both the left and right onsets.…”

Section: Resultsmentioning

confidence: 99%

The Effect on Lower Spine Muscle Activation of Walking on a Narrow Beam in Virtual Reality

Antley

Slater

2011

IEEE Trans. Visual. Comput. Graphics

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Abstract-To what extent do people behave in immersive virtual environments as they would in similar situations in a physical environment? There are many ways to address this question, ranging from questionnaires, behavioral studies, and the use of physiological measures. Here we compare the onsets of muscle activity using surface electromyography (EMG) while participants were walking under three different conditions: on a normal floor surface, on a narrow ribbon along the floor, and on a narrow platform raised off the floor. The same situation was rendered in an immersive virtual environment (IVE) Cave-like system, and 12 participants did the three types of walking in a counter-balanced within-groups design. The mean number of EMG activity onsets per unit time followed the same pattern in the virtual environment as in the physical environmentsignificantly higher for walking on the platform compared to walking on the floor. Even though participants knew that they were in fact really walking at floor level in the virtual environment condition, the visual illusion of walking on a raised platform was sufficient to influence their behavior in a measurable way. This opens up the door for this technique to be used in gait and posture related scenarios including rehabilitation.

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“…Assim, em análises como a que este artigo se propõe, que é investigar a influência de variáveis de um município (população e crescimento do PIB per capita) em relação a outros, a heterogeneidade espacial poderia inviabilizar tal estudo, haja vista a impossibilidade de se aplicar um modelo econométrico para todos os dados desses municípios, visto que a estrutura dos mesmos poderia variar no espaço. Para evitar esses tipos de erros nos modelos, normalmente são aplicados testes de especificação, como, por exemplo, o de Jarque- Bera (1981).…”

Section: Econometria Espacialunclassified

O que acontece com o município vizinho interessa? Um estudo de econometria espacial aplicado a Santa Catarina (1998-2002)

Tavares

2009

Text. Econ.

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ResumoA idéia de que as transformações sociais e econômicas ocorridas em uma região podem interferir na região vizinha tem se consolidado na Economia. Para analisar essa afirmação em relação à Santa Catarina, este artigo verificou se as taxas de crescimento populacional e do PIB per capita em um município têm sido influenciadas por essas mesmas variáveis dos municípios vizinhos, no período 1998-2002, usando uma série do PIB per capita e outra da população, para seus 293 municípios. Pelos Índices de Moran, verificouse não haver autocorrelação espacial em relação às taxas de crescimento do PIB per capita e de crescimento populacional dos municípios.Palavras-chave: dependência espacial, Índice de Moran, Santa Catarina.Classificação JEL: C21 -Spatial Models INTRODUÇÃOA prática de se observar uma determinada unidade geográfica como sendo independente das localidades vizinhas, ignorando a questão espacial e sua importância na determinação dos resultados, parece ter sido uma prática relativamente comum em algumas linhas de pesquisa, como, por exemplo, em crescimento econômico.Contudo, relegar a questão espacial a um segundo plano é desconsiderar a possibilidade de spillovers espaciais, ou seja, é não se levar em conta que as

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Efficient tests for normality, homoscedasticity and serial independence of regression residuals

Cited by 421 publications

References 3 publications

Jarque–Bera normality test for the driving Lévy process of a discretely observed univariate SDE

Jarque–Bera normality test for the driving Lévy process of a discretely observed univariate SDE

The Effect on Lower Spine Muscle Activation of Walking on a Narrow Beam in Virtual Reality

O que acontece com o município vizinho interessa? Um estudo de econometria espacial aplicado a Santa Catarina (1998-2002)

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