# Is there an appropriate sequence to tests during model diagnosis?

How should one order (sequence) the following tests?

1. Stationarity test
2. Johansen cointegration test
3. Normality/Histogram test
4. Autocorrelation test
5. Heteroskedasticity test
6. Multicollinearity test

Or, does the sequence not matter?

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I would say that the beauty of econometrics is that it is NO cookbook. – edouard Apr 27 '13 at 11:08