Normality Test in EViews 9 | Lecture 4 | Econometrics Series | Learn with Sir Ehsan

Welcome to Lecture 4 of the Econometrics Series on Learn with Sir Ehsan!
In this session, we cover the Normality Test — a vital assumption in classical linear regression models — and how to perform and interpret it using EViews 9.

📚 Topics Covered in This Lecture:

What is the Normality assumption in regression?

Importance of normal distribution of residuals

How to run the Jarque-Bera Normality Test in EViews 9

Interpreting skewness, kurtosis, and p-values

Implications of non-normal residuals

Remedies for non-normality (e.g. transformations)
🧠 This lecture is especially helpful for M.Phil and PhD students, research scholars, and data analysts working on regression models and thesis writing.

📽️ Continue watching our complete Econometrics Series for a strong foundation in EViews, regression diagnostics, and applied econometrics.

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