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The results appear in terms of generalized cumulants, a theory developed by McCullagh (1984,<jats:italic>Biometrika<\/jats:italic>71, 461\u2013476). With the aid of suitable notation, the expressions are applied to the distributions of tests for heteroskedasticity and autocorrelation, the least-squares estimator of the autoregressive coefficient in a dynamic model, and tests for linear restrictions.<\/jats:p>","DOI":"10.1017\/s0266466600005648","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T15:37:29Z","timestamp":1236699449000},"page":"52-78","source":"Crossref","is-referenced-by-count":7,"title":["The Effect of Nonnormality"],"prefix":"10.1017","volume":"13","author":[{"given":"Offer","family":"Lieberman","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"doi-asserted-by":"publisher","key":"S0266466600005648_ref020","DOI":"10.2307\/1911467"},{"key":"S0266466600005648_ref023","first-page":"231","article-title":"The joint characteristic function of linear and quadratic forms of 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