Tests for normality in linear panel data models

A new Stata command, xtsktest, is proposed to explore non-normalities in linear panel data models. The tests explore skewness and excess kurtosis allowing researchers to identify departures away from gaussianity in both error components of a standard panel regression, sepa- rately or jointly. The te...

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Detalles Bibliográficos
Autores principales: Alejo, Javier, Galvao, Antonio, Montes-Rojas, Gabriel, Sosa Escudero, Walter
Formato: Articulo Documento de trabajo
Lenguaje:Inglés
Publicado: 2015
Materias:
Ciencias Económicas
matemática económica
indicador económico
st0001, xtsktest, skewness, kurtosis, normality, panel data
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/51201
http://cedlas.econo.unlp.edu.ar/download.php?file=archivos_upload/doc_cedlas178.pdf
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-51201
record_format dspace
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Ciencias Económicas
matemática económica
indicador económico
st0001, xtsktest, skewness, kurtosis, normality, panel data
spellingShingle Ciencias Económicas
matemática económica
indicador económico
st0001, xtsktest, skewness, kurtosis, normality, panel data
Alejo, Javier
Galvao, Antonio
Montes-Rojas, Gabriel
Sosa Escudero, Walter
Tests for normality in linear panel data models
topic_facet Ciencias Económicas
matemática económica
indicador económico
st0001, xtsktest, skewness, kurtosis, normality, panel data
description A new Stata command, xtsktest, is proposed to explore non-normalities in linear panel data models. The tests explore skewness and excess kurtosis allowing researchers to identify departures away from gaussianity in both error components of a standard panel regression, sepa- rately or jointly. The tests are based on recent results by Galvao, Montes- Rojas, Sosa-Escudero and Wang (2013), and can be seen as extending the classical Bera-Jarque normality test for the case of panel data.
format Articulo
Documento de trabajo
author Alejo, Javier
Galvao, Antonio
Montes-Rojas, Gabriel
Sosa Escudero, Walter
author_facet Alejo, Javier
Galvao, Antonio
Montes-Rojas, Gabriel
Sosa Escudero, Walter
author_sort Alejo, Javier
title Tests for normality in linear panel data models
title_short Tests for normality in linear panel data models
title_full Tests for normality in linear panel data models
title_fullStr Tests for normality in linear panel data models
title_full_unstemmed Tests for normality in linear panel data models
title_sort tests for normality in linear panel data models
publishDate 2015
url http://sedici.unlp.edu.ar/handle/10915/51201
http://cedlas.econo.unlp.edu.ar/download.php?file=archivos_upload/doc_cedlas178.pdf
work_keys_str_mv AT alejojavier testsfornormalityinlinearpaneldatamodels
AT galvaoantonio testsfornormalityinlinearpaneldatamodels
AT montesrojasgabriel testsfornormalityinlinearpaneldatamodels
AT sosaescuderowalter testsfornormalityinlinearpaneldatamodels
bdutipo_str Repositorios
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