We establish the limiting distributions for empirical estimators of the coefficient of skewness, kurtosis, and the Jarque–Bera normality test statistic for long memory linear processes. We show that these estimators, contrary to the case of short memory, are neither √ n-consistent nor asymptotically normal. The normalizations needed to obtain the limiting distributions depend on the long memory...

We introduce the “sample” technique to generate robust critical values for the Jarque and Bera (JB) Lagrangian Multiplier (LM) test for normality, JBCV( 1 2 , k k ), by using improved critical values the true size of the test approaches its nominal value. Monte Carlo methods are used to study the size, and the power of the JB normality test with the “sample” critical values and compare with thr...

We study the validity of the Jarque-Bera test for a class of univariate parametric stochastic differential equations (SDE) dXt = b(Xt, α)dt+ dZt observed at discrete time points t n i = ihn, i = 1, 2, . . . , n, where Z is a nondegenerate Lévy process with finite moments, and nhn → ∞ and nhn → 0 as n → ∞. Under appropriate conditions it is shown that Jarque-Bera type statistics based on the Eul...

In a recent paper, Hughes (1999) showed that the power of tests of linear regression parameters could be improved by utilizing one-sided information regarding the nuisance parameters in the testing problem. In this paper, we extend this principle to the problemof diagnosing departures from the assumption of normality in linear regression residuals. We show that the asymptotic theory of the popu...

Análisis de dos documentos árabes inéditos: escrituras mandato otorgadas por mudéjares Jarque y Morés (Zaragoza), el 19 20 enero 1492.

MARÍA JESÚS ÁLVAREZ Departament de Matemàtiques i Informàtica, Universitat de les Illes Balears; Crtra. Valldemossa, km 7.5, 07122, Palma, Spain E-mail: [email protected] ANTONI FERRAGUT Departament de Matemàtica Aplicada I, Universitat Politècnica de Catalunya; Av. Diagonal, 647, 08028, Barcelona, Catalunya, Spain E-mail: [email protected] XAVIER JARQUE Departament d’Enginyeria Informà...

In this paper we study isochronicity and linearizability of planar polynomial Hamiltonian systems. First we prove a theorem which supports a negative answer to the following open question: Do there exist planar polynomial Hamiltonian systems of even degree having an isochronous center? stated by Jarque and Villadelprat in the J. Differential Equations 180 (2002), 334–373. Additionally we obtain...

The inference in probit models relies on the assumption of normality. However, tests of this assumption are not implemented in standard econometric software. Therefore, the paper presents a simple representation of the Bera-Jarque-Lee test, that does not require any matrix algebra. Furthermore, the representation is used to compare the Bera-JarqueLee test with the RESET-type test proposed by Pa...

The methods measuring the departure between observation and the model were reviewed. The following statistics were applied on two experimental data sets: ChiSquared, Kolmogorov-Smirnov, Anderson-Darling, Wilks-Shapiro, and Jarque-Bera. Both investigated sets proved not to be normal distributed. The Grubbs’ test identified one outlier and after its removal the normality of the set of 205 chemica...