Joint tests for multiple assumptions: Jarque-Bera NHI test (Excel)

Jarque and Bera are famous for their simple and powerful normality test. Less well-known is their development of a multiple Lagrange multiplier test for joint assumptions of normality, homoskedasticity, and serial independence (NHI test). Today we are discussing the concept and the maths behind this test, its application in Excel based on a simple dataset, and the interpretation of results.
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[@dmitriyrayder8763]

You are the best!!!🏅

[@hadielyasi6176]

hey man thanks for every single video you made on this channel, may you make a HJM intrest rate model on excel video? thanks alot
love from iran

[@NEDLeducation]

You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
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[@sugendrabharathi8312]

Hi can you make one excel for currency strength or performance i never saw anyone with that idea