Abstract
We present a new command, qctest, to implement tests for normality of a random variable based on the quantile-mean covariance. The test procedures are based on recent results by Bera et al. (2016, Econometric Theory 32: 1216–1252) and are an efficient alternative to existing normality tests in the literature.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1039-1057 |
| Number of pages | 19 |
| Journal | Stata Journal |
| Volume | 16 |
| Issue number | 4 |
| DOIs | |
| State | Published - Dec 2016 |
Keywords
- Kurtosis
- Normality
- Qctest
- Skewness
- St0464
ASJC Scopus subject areas
- Mathematics (miscellaneous)