dc.creatorAlejo, Javier
dc.creatorGalvao, Antonio
dc.creatorMontes-Rojas, Gabriel
dc.creatorSosa Escudero, Walter
dc.date2015-02
dc.date2016-02-18T12:21:51Z
dc.identifierhttp://sedici.unlp.edu.ar/handle/10915/51201
dc.identifierhttp://cedlas.econo.unlp.edu.ar/download.php?file=archivos_upload/doc_cedlas178.pdf
dc.identifierissn:1853-0168
dc.descriptionA 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.descriptionCentro de Estudios Distributivos, Laborales y Sociales (CEDLAS)
dc.formatapplication/pdf
dc.languageen
dc.rightshttp://creativecommons.org/licenses/by/4.0/
dc.rightsCreative Commons Attribution 4.0 International (CC BY 4.0)
dc.subjectCiencias Económicas
dc.subjectmatemática económica
dc.subjectindicador económico
dc.subjectst0001, xtsktest, skewness, kurtosis, normality, panel data
dc.titleTests for normality in linear panel data models
dc.typeArticulo
dc.typeDocumento de trabajo


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