Table 8 Diagnostic and stability tests of ARDL model without Structural Break.
From: Do capital inflows affect domestic bank credit? Empirical evidence from India
Tests | Coefficients | p-value |
|---|---|---|
Breusch–Godfrey: autocorrelation | 0.852 | 0.429 |
Harvey test: heteroskedasticity | 1.828 | 0.088 |
JB test: normality | 1.775 | 0.411 |
Hansen test: parameter stability | 0.890 | 0.089 |