Testing Disturbances

  • Walter Krämer
  • Harald Sonnberger


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.


Null Distribution Rejection Region White Test Uniformly Much Powerful Recursive Residual 
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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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