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Gauss procedure to compute the ALMP test for multivariate normality

Author

Listed:
  • Urzúa, Carlos M.

    (Tecnológico de Monterrey, Campus Ciudad de México)

Programming Language

GAUSS

Abstract

Procedure to calculate the ALMP test for multivariate normality proposed in Urzúa (1997), Advances in Econometrics, 12, 341-358.

Suggested Citation

  • Urzúa, Carlos M., 2006. "Gauss procedure to compute the ALMP test for multivariate normality," EGAP Computer Code 2006-02, Tecnológico de Monterrey, Campus Ciudad de México.
  • Handle: RePEc:ega:comcod:200602
    as

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    File URL: http://alejandria.ccm.itesm.mx/egap/documentos/CC-2006-02.txt
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    More about this item

    Keywords

    multivariate normal distribution; multinormality test; omnibus test; GAUSS;
    All these keywords.

    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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