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- W1997711437 abstract "A comprehensive empirical examination is made of the sensitivity of tests of disturbance covariance in the linear regression model to nonnormal disturbance behaviour. Tests of autocorrelation appear to be quite robust, except for extreme nonnormality, but tests for heteroscedasticity are highly susceptible to kurtosis." @default.
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- W1997711437 title "Robustness of size of tests of autocorrelation and heteroscedasticity to nonnormality" @default.
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