Resum
© 2016 StataCorp LP. 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.
Idioma original | Anglès |
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Pàgines (de-a) | 1039-1057 |
Revista | Stata Journal |
Volum | 16 |
Número | 4 |
Estat de la publicació | Publicada - 1 de gen. 2016 |