T-test
student test
if a coeff is significant, has an impact
F-test
Fischer Test
if joint variables are significant, have an impact
White Test
Residuals heteroskedasticity
Breusch-Pagan
Residuals heteroskedasticity
Goldfeld-Quandt
Residuals heteroskedasticity
Durbin Watson
serial correlation Residuals
detect autocorrelation of order 1
Breusch-Godfrey
serial correlation Residuals
detect autocorrelation of higher orders
Jarque-Bera
Residuals follows a Normality law ?
Dickey-Fuller
Unit root = non stationary
H0 unti root= non statio
KPSS
Unit root = non stationary
H0 = stationarity
Chow test
Structural breaks
split sample and test for equality of coeff.
Granger
causality x to y, Does past of x helps predict future of y
= Fischer test on lags of a variables
Engle-Granger
Cointegration
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Johansen
Cointegration
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with trace
