1. Misspecification tests

7. Information criteria

8. Choice of lag length

10. Trace correlation = 0.40

11. Tests of residual autocorrelation

12. Tests of residual heteroscedasticity

13. Normality Skewness and excess kurtosis Univariate normality tests (Jarque-Bera) Mulivariate normallity test (Doornik- Hansen)

14. Univariate Normality tests

15. Asymptotic normality tests Univariate Jarque-Bera type of test: Multivariate Jarque-Bera type of test:

16. Approximate normality tests

18. Multivariate Bowman-Shenton normality test

19. What about the other tests?