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Gauss procedure to compute the ALM test for normality

Author

Listed:
  • Urzúa, Carlos M.

    (Tecnológico de Monterrey, Campus Ciudad de México)

Programming Language

GAUSS

Abstract

Procedure to calculate the ALM test for normality proposed in Urzúa (1996), Economics Letters, 53, 247-251.

Suggested Citation

  • Urzúa, Carlos M., 2006. "Gauss procedure to compute the ALM test for normality," EGAP Computer Code 2006-01, Tecnológico de Monterrey, Campus Ciudad de México.
    • Handle: RePEc:ega:comcod:200601
    as

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    File URL: http://alejandria.ccm.itesm.mx/egap/documentos/CC-2006-01.txt
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    More about this item

    Keywords

    normal distribution; normality 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
    • C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
    • C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions

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