Tests for normality in linear panel data models

Autores
Alejo, Javier; Galvao, Antonio; Montes-Rojas, Gabriel; Sosa Escudero, Walter
Año de publicación
2015
Idioma
inglés
Tipo de recurso
documento de trabajo
Estado
versión enviada
Descripción
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.
Centro de Estudios Distributivos, Laborales y Sociales (CEDLAS)
Materia
Ciencias Económicas
matemática económica
indicador económico
st0001, xtsktest, skewness, kurtosis, normality, panel data
Nivel de accesibilidad
acceso abierto
Condiciones de uso
http://creativecommons.org/licenses/by/4.0/
Repositorio
SEDICI (UNLP)
Institución
Universidad Nacional de La Plata
OAI Identificador
oai:sedici.unlp.edu.ar:10915/51201
Acceder
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repository_id_str 1329
network_name_str SEDICI (UNLP)
spelling Tests for normality in linear panel data modelsAlejo, JavierGalvao, AntonioMontes-Rojas, GabrielSosa Escudero, WalterCiencias Económicasmatemática económicaindicador económicost0001, xtsktest, skewness, kurtosis, normality, panel dataA 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.Centro de Estudios Distributivos, Laborales y Sociales (CEDLAS)2015-02info:eu-repo/semantics/workingPaperinfo:eu-repo/semantics/submittedVersionDocumento de trabajohttp://purl.org/coar/resource_type/c_8042info:ar-repo/semantics/documentoDeTrabajoapplication/pdfhttp://sedici.unlp.edu.ar/handle/10915/51201enginfo:eu-repo/semantics/altIdentifier/url/http://cedlas.econo.unlp.edu.ar/download.php?file=archivos_upload/doc_cedlas178.pdfinfo:eu-repo/semantics/altIdentifier/issn/1853-0168info:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by/4.0/Creative Commons Attribution 4.0 International (CC BY 4.0)reponame:SEDICI (UNLP)instname:Universidad Nacional de La Platainstacron:UNLP2025-09-03T10:36:49Zoai:sedici.unlp.edu.ar:10915/51201Institucionalhttp://sedici.unlp.edu.ar/Universidad públicaNo correspondehttp://sedici.unlp.edu.ar/oai/snrdalira@sedici.unlp.edu.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:13292025-09-03 10:36:50.295SEDICI (UNLP) - Universidad Nacional de La Platafalse
dc.title.none.fl_str_mv Tests for normality in linear panel data models
title Tests for normality in linear panel data models
spellingShingle Tests for normality in linear panel data models
Alejo, Javier
Ciencias Económicas
matemática económica
indicador económico
st0001, xtsktest, skewness, kurtosis, normality, panel data
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
dc.creator.none.fl_str_mv Alejo, Javier
Galvao, Antonio
Montes-Rojas, Gabriel
Sosa Escudero, Walter
author Alejo, Javier
author_facet Alejo, Javier
Galvao, Antonio
Montes-Rojas, Gabriel
Sosa Escudero, Walter
author_role author
author2 Galvao, Antonio
Montes-Rojas, Gabriel
Sosa Escudero, Walter
author2_role author
author
author
dc.subject.none.fl_str_mv Ciencias Económicas
matemática económica
indicador económico
st0001, xtsktest, skewness, kurtosis, normality, panel data
topic Ciencias Económicas
matemática económica
indicador económico
st0001, xtsktest, skewness, kurtosis, normality, panel data
dc.description.none.fl_txt_mv 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.
Centro de Estudios Distributivos, Laborales y Sociales (CEDLAS)
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.
publishDate 2015
dc.date.none.fl_str_mv 2015-02
dc.type.none.fl_str_mv info:eu-repo/semantics/workingPaper
info:eu-repo/semantics/submittedVersion
Documento de trabajo
http://purl.org/coar/resource_type/c_8042
info:ar-repo/semantics/documentoDeTrabajo
format workingPaper
status_str submittedVersion
dc.identifier.none.fl_str_mv http://sedici.unlp.edu.ar/handle/10915/51201
url http://sedici.unlp.edu.ar/handle/10915/51201
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/url/http://cedlas.econo.unlp.edu.ar/download.php?file=archivos_upload/doc_cedlas178.pdf
info:eu-repo/semantics/altIdentifier/issn/1853-0168
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
http://creativecommons.org/licenses/by/4.0/
Creative Commons Attribution 4.0 International (CC BY 4.0)
eu_rights_str_mv openAccess
rights_invalid_str_mv http://creativecommons.org/licenses/by/4.0/
Creative Commons Attribution 4.0 International (CC BY 4.0)
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:SEDICI (UNLP)
instname:Universidad Nacional de La Plata
instacron:UNLP
reponame_str SEDICI (UNLP)
collection SEDICI (UNLP)
instname_str Universidad Nacional de La Plata
instacron_str UNLP
institution UNLP
repository.name.fl_str_mv SEDICI (UNLP) - Universidad Nacional de La Plata
repository.mail.fl_str_mv alira@sedici.unlp.edu.ar
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score 13.13397

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