Tests (What -> tests) Flashcards by Nico Poncin

Q

Significance of a single coeff

A

T-test (student)

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Q

Significance of joint variables

A

F- test (Fischer)

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Q

Heteroskedasticity

A

White,
Breusch-Pagan,
Goldfeld-Quandt

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Q

Serial correlation

A

Durbin-Watson,
Breusch-Godfrey

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Q

Normality

A

Jarque-Bera

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Q

Unit root / stationarity

A

Dickey Fuller
Augmented DF
KPSS
Phillips-Perron

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Q

Structural breaks

A

Chow test

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Q

Causality

A

Granger

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Q

Cointegration

A

Engle-Granger
Johansen

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