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Franses, P.H. and Muradov, M. (2026). Diagnostic testing a time series regression with zero-one dummies Economics Letters, 268.


  • Journal
    Economics Letters

We consider tests for normality, residual autocorrelation, and autoregressive conditional heteroskedasticity for a time series regression, which includes various zero-one dummy variables for individual observations. The sizes of these tests are distorted as the residuals associated with the dummies are equal to zero. We propose a simple solution which amounts to dismissing the observations with these zero-valued residuals, that is, treat these observations as missing. With simulations we show that the resulting tests have the proper size.