INVESTIGADORES
SOSA ESCUDERO Walter Esteban
artículos
Título:
Tests for Normality in Linear Panel Data Models
Autor/es:
JAVIER ALEJO; ANTONIO GALVAO; GABRIEL MONTES ROJAS; WALTER SOSA ESCUDERO
Revista:
STATA JOURNAL
Editorial:
STATA PRESS
Referencias:
Lugar: College Station; Año: 2015
ISSN:
1536-867X
Resumen:
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, separately or jointly. The tests are based on recent results by Galvao, Montes Rojas, Sosa Escudero and Wang (2014), and can be seen as extending the classical Jargue-Bera normality test for the case of panel data.
