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Jarque, C. and Bera, A. (1987) Efficient Tests for Normality Homoscedasticity and Serial Independence of Regression Residuals. Econometric Letters, 6, 255-259.
https:://doi.org/10.1016/0165-1765(80)90024-5

has been cited by the following article:

• TITLE: Forecasting Economic Time Series in the Presence of Variance Instability and Outliers

  AUTHORS: Alexandros E. Milionis, Nikolaos G. Galanopoulos

  KEYWORDS: Applied Time Series Analysis, Time Series “Linearization”, Time Series Trans-formation, Outliers, Forecasting of Macroeconomic Time Series, Greek Macroeconomic Time Series

  JOURNAL NAME: Theoretical Economics Letters, Vol.9 No.8, December 13, 2019

  ABSTRACT: This work examines the impact of data transformation (for variance stabilization) and outlier adjustment (“linearization”) on the quality of univariate time series forecasts, considering each one separately, as well as in combination. Twenty of the most important time series of the Greek economy were used for this purpose. Empirical findings show a significant improvement in forecasts’ confidence intervals, but no substantial improvement in point forecasts. Furthermore, the combined transformation-linearization procedure improves substantially the non-normality problem encountered in many macroeconomic time series.