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dc.contributor.authorLawford, S-
dc.identifier.citationEconomics and Finance Working papers, Brunel University, 04-03en
dc.description.abstractThe nite-sample null distribution of the Jarque-Bera Lagrange multiplier test for normality di¤ers considerably from the asymptotic 2 (2). However, asymptotic critical values are commonly used in ap- plied work, even for relatively small sample sizes. Here, we develop very accurate response surface approximations for the 10% and 5% critical values of the test, which enable correct practical implementationen
dc.publisherBrunel Universityen
dc.titleFinite-sample Quantiles of The Jarque-Bera Testen
Appears in Collections:Dept of Economics and Finance Research Papers

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