Jarque-Bera statistic is too large

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memmem
Posts: 1
Joined: Mon Mar 17, 2014 2:52 pm

Jarque-Bera statistic is too large

Postby memmem » Tue Mar 18, 2014 6:54 am

I am running a regression using panel data and 800 observations and Jarque-Bera statistic is around 500 with Prob = 0.00،In your opinion,That is too large.
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BobJ
Posts: 14
Joined: Wed Nov 19, 2008 11:36 pm

Re: Jarque-Bera statistic is too large

Postby BobJ » Mon Apr 14, 2014 5:25 am

Not necessarily. It just means that the population errors are quite far from being normally distributed.
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