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Tests for normality in linear panel-data models

Author

Listed:
  • Javier Alejo

    (Universidad de La Plata)

  • Antonio Galvao

    (University of Iowa)

  • Gabriel Montes-Rojas

    (Universidad de San Andres-CONICET)

  • Walter Sosa-Escudero

    (Universidad de San Andres-CONICET)

Abstract

We propose a new command, xtsktest, for explaining nonnormalities in linear panel-data models. The command performs tests to explore skewness and excess kurtosis, allowing researchers to identify departures from Gaussianity in both error components of a standard panel regression, separately or jointly. The tests are based on recent results by Galvao et al. (2013, Journal of Multivariate Analysis 122: 35–52) and extend the classical Jarque–Bera normality test for the case of panel data. Copyright 2015 by StataCorp LP.

Suggested Citation

  • Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2015. "Tests for normality in linear panel-data models," Stata Journal, StataCorp LLC, vol. 15(3), pages 822-832, September.
    • Handle: RePEc:tsj:stataj:v:15:y:2015:i:3:p:822-832
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    Cited by:

    1. Michael L. Polemis, 2020. "A note on the estimation of competition-productivity nexus: a panel quantile approach," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(4), pages 663-676, December.
    2. Ahmet Hamdi Yanık & Ahmet İncekara, 2024. "Relationship Between Household Consumption and Disaggregated Wealth Components in OECD Countries: Panel Data Analysis for the Period 2010-2017," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 11(2), pages 370-382, July.
    3. Seifelyazal Mostafa & Salah Eldin Ashraf & ElSherif Marwa, 2023. "The Impact of Financial Inclusion on Economic Development," International Journal of Economics and Financial Issues, Econjournals, vol. 13(2), pages 93-101, March.
    4. Erickson Matundura & Oseko Deborah Kwamboka, 2025. "Selected Determinants of Financial Performance of Commercial Banks Listed in Nairobi Securities Exchange, Kenya," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 9(1), pages 620-630, January.
    5. Daniel Santabárbara & Marta Suárez-Varela, 2022. "Carbon pricing and inflation volatility," Working Papers 2231, Banco de España.
    6. Noman Arshed & Rukhsana Kalim, 2021. "Modelling demand and supply of Islamic banking deposits," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2813-2831, April.
    7. Sisay Demissew Beyene & Mohammed Seid Ali & Belayneh Taye & Yihenew Wubu Endalew, 2024. "Questioning the democracy–growth debate in countries of the East African region: a political economy perspective," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 26(3), pages 1059-1081, December.
    8. repec:mth:ijafr8:v:8:y:2018:i:3:p:156-173 is not listed on IDEAS
    9. Emmanuel Mensah & Christopher Boachie, 2023. "Analysis of the determinants of corporate governance quality: evidence from sub-Saharan Africa," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 20(4), pages 431-450, December.
    10. Jose Fernando Vilcarromero Arbulu & Jorge Luis Castilla Raimundo & Pedro Bernabe Venegas Rodriguez & Nivardo Alonzo Santillan Zapata & Jimmy Alberth Deza Quispe, 2021. "Financial Factors and Their Relative Importance Analysis in Peruvian Gold Mining Companies¡¯ Stock Price," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(2), pages 251-262, April.
    11. Tehmina Zahid & Noman Arshed & Mubbasher Munir & Kamran Hameed, 2021. "Role of energy consumption preferences on human development: a study of SAARC region," Economic Change and Restructuring, Springer, vol. 54(1), pages 121-144, February.

    More about this item

    Keywords

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    JEL classification:

    • J08 - Labor and Demographic Economics - - General - - - Labor Economics Policies
    • J24 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Human Capital; Skills; Occupational Choice; Labor Productivity
    • J68 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Public Policy
    • O15 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Economic Development: Human Resources; Human Development; Income Distribution; Migration

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