Different Tests Flashcards
(8 cards)
1
Q
chow test for structural break?
A
2
Q
test fore predictive failure
A
3
Q
breusch-pagan / cook-weisberg test for heteroscedasticity
A
4
Q
Ramsey RESET test for omitted variables
A
5
Q
testing for normality of errors => jarque-bera normality test
A
6
Q
white’s heteroscedasticity test
A
7
Q
ARCH test?
A
8
Q
breusch-godfrey test for serial correlation
A
