Gauss procedure to compute the ALMP test for multivariate normality
AbstractProcedure to calculate the ALMP test for multivariate normality proposed in Urzúa (1997), Advances in Econometrics, 12, 341-358.
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Bibliographic InfoSoftware component provided by Tecnológico de Monterrey, Campus Ciudad de México in its series EGAP Computer Code with number 2006-02.
Programming language: GAUSS
Date of creation: Feb 2006
Date of revision:
multivariate normal distribution; multinormality test; omnibus test;
Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
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