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The Stata Journal
Volume 16 Number 4: pp. 1039-1057

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Tests for normality based on the quantile-mean covariance

Javier Alejo
Center for Distributive, Labor and Social Sciences
Facultad de Ciencias Económicas
Universidad de La Plata
The National Scientific and Technical Research Council (CONICET)
La Plata, Argentina
[email protected]
Anil Bera
University of Illinois at Urbana–Champaign
Champaign, IL
[email protected]
Antonio Galvao
University of Iowa
Iowa City, IA
[email protected]
Gabriel Montes-Rojas
Universitat Autònoma de Barcelona
Barcelona, Spain
[email protected]
Zhijie Xiao
Boston College
Boston, MA
[email protected]
Abstract.  We present a new command, qctest, to implement tests for normality of a random variable based on the quantile-mean covariance. The test procedures are based on recent results by Bera et al. (2016, Econometric Theory 32: 1216–1252) and are an efficient alternative to existing normality tests in the literature.
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View all articles by these authors: Javier Alejo, Anil Bera, Antonio Galvao, Gabriel Montes-Rojas, Zhijie Xiao

View all articles with these keywords: qctest, skewness, kurtosis, normality

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