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Abstract

In this chapter we examine whether the disturbances in the regression model (2.1) are well behaved. As we have noted before, this can also be viewed as a test of whether the higher moments of the dependent variable conform to the assumptions of the model.

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© 1986 Physica-Verlag Heidelberg

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Krämer, W., Sonnberger, H. (1986). Testing Disturbances. In: The Linear Regression Model Under Test. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-95876-2_3

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  • DOI: https://doi.org/10.1007/978-3-642-95876-2_3

  • Publisher Name: Physica-Verlag HD

  • Print ISBN: 978-3-642-95878-6

  • Online ISBN: 978-3-642-95876-2

  • eBook Packages: Springer Book Archive

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