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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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  • $\begingroup$ I would say that the beauty of econometrics is that it is NO cookbook. $\endgroup$ – tagoma Apr 27 '13 at 11:08

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