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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)

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
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    File URL: http://alejandria.ccm.itesm.mx/egap/documentos/CC-2006-02.txt
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    Cited by:

    1. repec:kap:jfamec:v:38:y:2017:i:4:d:10.1007_s10834-017-9523-x is not listed on IDEAS

    More about this item

    Keywords

    multivariate normal distribution; multinormality test; omnibus test;

    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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