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Testing Disturbances

  • Walter Krämer
  • Harald Sonnberger

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.

Keywords

Null Distribution Rejection Region White Test Uniformly Much Powerful Recursive Residual 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Physica-Verlag Heidelberg 1986

Authors and Affiliations

  • Walter Krämer
    • 1
  • Harald Sonnberger
    • 2
  1. 1.Fachbereich WirtschaftswissenschaftenUniversität HannoverHannover 91Deutschland
  2. 2.Institut für Höhere StudienWienAustria

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