Tests for normality based on the quantile-mean covariance

Javier Alejo, Anil Bera, Antonio Galvao, Gabriel Montes-Rojas, Zhijie Xiao

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)


© 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.
Original languageEnglish
Pages (from-to)1039-1057
JournalStata Journal
Issue number4
Publication statusPublished - 1 Jan 2016


  • Kurtosis
  • Normality
  • Qctest
  • Skewness
  • St0464


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