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Tests for normality in linear panel data models

Alejo, Javier; Galvão Júnior, Antônio Fialho; … - 2015

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, separately or jointly. The...

Persistent link: https://www.econbiz.de/10010465418

A test for symmetry with leptokurtic financial data

Premaratne, Gamini; Bera, Anil K. - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 169-187

Persistent link: https://www.econbiz.de/10002810989

Adjusting the tests for skewness and kurtosis for distributional misspecifications

Bera, Anil K.; Premaratne, Gamini - 2001

Persistent link: https://www.econbiz.de/10001605713

A test for asymmetry with leptokurtic financial data

Premaratne, Gamini; Bera, Anil K. - 2001

Persistent link: https://www.econbiz.de/10001605724

Modeling asymmetry and excess kurtosis in stock return data

Premaratne, Gamini; Bera, Anil K. - 2001 - Rev.

Persistent link: https://www.econbiz.de/10001605760

Modeling asymmetry and excess kurtosis in stock return data

Premaratne, Gamini; Bera, Anil K. - 2000

Persistent link: https://www.econbiz.de/10001534272

Bayesian estimation of stochastic tail index from high-frequency financial data

Doğan, Osman; Taṣpınar, Süleyman; Bera, Anil K. - In: Empirical economics : a quarterly journal of the … 61 (2021) 5, pp. 2685-2711

Persistent link: https://www.econbiz.de/10012664628

A new characterization of the normal distribution and test for normality

Bera, Anil K.; Galvão Júnior, Antônio Fialho; Wang, Liang - In: Econometric theory 32 (2016) 5, pp. 1216-1252

Persistent link: https://www.econbiz.de/10011661739

Information theoretic approaches to income density estimation with an application to the U.S. income data

Park, Sung Y.; Bera, Anil K. - In: Journal of economic inequality 16 (2018) 4, pp. 461-486

Persistent link: https://www.econbiz.de/10012055124

Adjusting the Tests for Skewness and Kurtosis for Distributional Misspecifications

Bera, Anil K.; Premaratne, Gamini - 2002

The standard root-b1 test is widely used for testing skewness. However, several studies have demonstrated that this test is not reliable for discriminating between symmetric and asymmetric distributions in the presence of excess kurtosis. The main reason for the failure of the standard root-b1...

Persistent link: https://www.econbiz.de/10014119176