| dc.creator | Alejo, Javier | |
| dc.creator | Galvao, Antonio | |
| dc.creator | Montes-Rojas, Gabriel | |
| dc.creator | Sosa Escudero, Walter | |
| dc.date | 2015-02 | |
| dc.date | 2016-02-18T12:21:51Z | |
| dc.identifier | http://sedici.unlp.edu.ar/handle/10915/51201 | |
| dc.identifier | http://cedlas.econo.unlp.edu.ar/download.php?file=archivos_upload/doc_cedlas178.pdf | |
| dc.identifier | issn:1853-0168 | |
| dc.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. | |
| dc.description | Centro de Estudios Distributivos, Laborales y Sociales (CEDLAS) | |
| dc.format | application/pdf | |
| dc.language | en | |
| dc.rights | http://creativecommons.org/licenses/by/4.0/ | |
| dc.rights | Creative Commons Attribution 4.0 International (CC BY 4.0) | |
| dc.subject | Ciencias Económicas | |
| dc.subject | matemática económica | |
| dc.subject | indicador económico | |
| dc.subject | st0001, xtsktest, skewness, kurtosis, normality, panel data | |
| dc.title | Tests for normality in linear panel data models | |
| dc.type | Articulo | |
| dc.type | Documento de trabajo | |
