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Tests for Normality in Linear Panel Data Models

Author

Listed:
  • Javier Alejo

    (CONICET-CEDLAS-UNLP)

  • Antonio Galvao

    (University of Iowa)

  • Gabriel Montes-Rojas

    (CONICET-Universidad de San Andres)

  • Walter Sosa-Escudero

    (Universidad de San Andres-CONICET)

Abstract

A new Stata command, xtsktest, is proposed to explore non-normalities in linear panel data models. The tests explore skewness and excess kurtosis allowing researchers to identify departures away from gaussianity in both error components of a standard panel regression, sepa- rately or jointly. The tests are based on recent results by Galvao, Montes- Rojas, Sosa-Escudero and Wang (2013), and can be seen as extending the classical Bera-Jarque normality test for the case of panel data.

Suggested Citation

  • Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2015. "Tests for Normality in Linear Panel Data Models," CEDLAS, Working Papers 0178, CEDLAS, Universidad Nacional de La Plata.
  • Handle: RePEc:dls:wpaper:0178
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    File URL: http://cedlas.econo.unlp.edu.ar/archivos_upload/doc_cedlas178.pdf
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    References listed on IDEAS

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    Cited by:

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    2. Michael L. Polemis, 0. "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. 0, pages 1-14.
    3. repec:mth:ijafr8:v:8:y:2018:i:3:p:156-173 is not listed on IDEAS
    4. 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.

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    More about this item

    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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