Jarque and Bera are famous for their simple and powerful normality test. Less well-known is their development of a multiple Lagrange multiplier test for joint assumptions of normality, homoskedasticity, and serial independence (NHI test). Today we are discussing the concept and the maths behind this test, its application in Excel based on a simple dataset, and the interpretation of results.
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Негізгі бет Joint tests for multiple assumptions: Jarque-Bera NHI test (Excel)
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