Doornik


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Doornik

(ˈdoːrnɪk)
n
(Placename) the Flemish name for Tournai
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We refer the reader to Johansen (1988), Johansen and Juselius (1990) or Hendry and Doornik (1996, chapter 11) for the details and derivations.
Los supuestos de normalidad y homocedasticidad multivariada se probaron con el estadistico Mardia (1970) para asimetria y Kurtosis; la prueba Doornik y Hansen (1994) y la prueba M-Box del programa PAST v.
Doornik, (1994): An Omnibus Test for Univariate and Multivariate normality, Discussion paper, Nuffield College, Oxford University.
To test for normality of distribution of error term Doornik Hansen, DH (1994) test will be used.
Initially, data were tested in relation to the univariate and multivariate normality, through Shapiro-Wilk test (Shapiro & Wilk, 1965) and symmetry and multivariate kurtosis tests (Mardia, 1970; 1980) (with modifications proposed by Doornik & Hansen, 2008 omnibus test), respectively.
Jacobson KC, Teel D, Van Doornik DM, Casillas E (2008) Parasite-associated mortality of juvenile Pacific salmon caused by the trematode Nanophyetus salmincola during early marine residence.
These include the Lagrange-multiplier statistic for 1st and 2nd order autocorrelation testing the null hypothesis of no serial correlation; the ARCH test of Engle (1982) testing the null of autoregressive conditional homoskedasticity; the normality test of Doornik and Hansen (1994) testing the null of normal errors after applying a small-sample correction; and the heteroskedasticity test of White (1980) testing the null of unconditional homoskedasticity.
Enders 1995; Perron 1989; Doornik and Hendry 1995].
To compare density forecasts, we apply the Doornik and Hansen (1994), DH statistic, Kolmogorov-Smirnov (KS) statistic and the Ljung-Box statistic.
it] follows a normal distribution by the Jarque and Bera (1980) and Doornik and Hansen (1994) tests.
Finally, the null hypothesis of the multivariate normal distribution of the residuals of the VAR system is tested by applying the Omnibus statistic suggested by Doornik and Hansen (1994).