Jarque-Bera statistic
Posted: Mon Jan 30, 2012 3:20 am
Hello!
I've noted that E7 User's Guide give simplier formula for Jarque-Bera statistic (in comparison with E5). It doesn't count the number of parameters in model.
Why was it changed? What formula is more correct?
Thank you
I've noted that E7 User's Guide give simplier formula for Jarque-Bera statistic (in comparison with E5). It doesn't count the number of parameters in model.
Why was it changed? What formula is more correct?
Thank you