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What Hypothesis Is Tested When Using the Jarque-Berra Test

Question 6

Multiple Choice

What hypothesis is tested when using the Jarque-Berra test ?


A) H0: The model is correctly specified as estimated
B) H0: The error terms are normally distributed
C) H0: The error terms are uncorrelated with x
D) H0: The error terms are random

Correct Answer:

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