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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Lawford, S | - |
dc.date.accessioned | 2009-10-27T14:54:20Z | - |
dc.date.available | 2009-10-27T14:54:20Z | - |
dc.date.issued | 2004 | - |
dc.identifier.citation | Economics and Finance Working papers, Brunel University, 04-03 | en |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/3782 | - |
dc.description | http://www.brunel.ac.uk/about/acad/sssl/ssslresearch/efwps | en |
dc.description.abstract | The nite-sample null distribution of the Jarque-Bera Lagrange multiplier test for normality di¤ers considerably from the asymptotic 2 (2). However, asymptotic critical values are commonly used in ap- plied work, even for relatively small sample sizes. Here, we develop very accurate response surface approximations for the 10% and 5% critical values of the test, which enable correct practical implementation | en |
dc.language.iso | en | en |
dc.publisher | Brunel University | en |
dc.title | Finite-sample Quantiles of The Jarque-Bera Test | en |
dc.type | Article | en |
Appears in Collections: | Dept of Economics and Finance Research Papers |
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