Table 6 Diagnostic and stability tests of ARDL model with structural break.
From: Do capital inflows affect domestic bank credit? Empirical evidence from India
Tests | Coefficients | p-value |
|---|---|---|
Breusch–Godfrey: autocorrelation | 0.863 | 0.424 |
Harvey test: heteroskedasticity | 1.200 | 0.298 |
JB test: normality | 1.877 | 0.391 |
Hansen test: parameter stability | 0.793 | 0.137 |