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On the correct use of omnibus tests for normality

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  • Urzua, Carlos M.
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  • Urzua, Carlos M., 1996. "On the correct use of omnibus tests for normality," Economics Letters, Elsevier, vol. 53(3), pages 247-251, December.
    • Handle: RePEc:eee:ecolet:v:53:y:1996:i:3:p:247-251
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    References listed on IDEAS

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    1. Urzúa, Carlos M., 1988. "A Class of Maximum-Entropy Multivariate Distributions," EGAP Working Papers 200301, Tecnológico de Monterrey, Campus Ciudad de México.
    2. Jarque, Carlos M. & Bera, Anil K., 1980. "Efficient tests for normality, homoscedasticity and serial independence of regression residuals," Economics Letters, Elsevier, vol. 6(3), pages 255-259.
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    Cited by:

    1. Zanini, Fabio C. & Irwin, Scott H. & Schnitkey, Gary D. & Sherrick, Bruce J., 2000. "Estimating Farm-Level Yield Distributions For Corn And Soybeans In Illinois," 2000 Annual meeting, July 30-August 2, Tampa, FL 21720, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Hesham Alogeel & Maher Hasan, 2008. "Understanding the Inflationary Process in the GCC Region: The Case of Saudi Arabia and Kuwait," IMF Working Papers 2008/193, International Monetary Fund.
    3. Abootaleb Shirvani & Svetlozar T. Rachev & Frank J. Fabozzi, 2019. "Multiple Subordinated Modeling of Asset Returns," Papers 1907.12600, arXiv.org.
    4. Felix Schindler, 2011. "Long-Term Benefits from Investing in International Securitized Real Estate," International Real Estate Review, Global Social Science Institute, vol. 14(1), pages 27-60.
    5. Thadewald, Thorsten & Büning, Herbert, 2004. "Jarque-Bera test and its competitors for testing normality: A power comparison," Discussion Papers 2004/9, Free University Berlin, School of Business & Economics.
    6. Schindler, Felix & Voronkova, Svitlana, 2010. "Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration," ZEW Discussion Papers 10-051, ZEW - Leibniz Centre for European Economic Research.
    7. Michal Uherek & Milan Stehlík & Luboš Střelec, 2011. "On robust analysis of paycheck: case study," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 59(4), pages 371-378.
    8. Thorsten Thadewald & Herbert Buning, 2007. "Jarque-Bera Test and its Competitors for Testing Normality - A Power Comparison," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(1), pages 87-105.
    9. Urzúa, Carlos M., 1996. "Omnibus Tests for Multivariate Normality of Observations and Residuals," EGAP Working Papers 200304, Tecnológico de Monterrey, Campus Ciudad de México.
    10. Wuertz, Diethelm & Katzgraber, Helmut, 2009. "Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test," MPRA Paper 19155, University Library of Munich, Germany.
    11. Shinichiro Iwata & Kazuto Sumita & Mieko Fujisawa, 2019. "Price competition in the spatial real estate market: allies or rivals?," Spatial Economic Analysis, Taylor & Francis Journals, vol. 14(2), pages 174-195, April.
    12. Kim, Namhyun, 2016. "A robustified Jarque–Bera test for multivariate normality," Economics Letters, Elsevier, vol. 140(C), pages 48-52.
    13. Urzua, Carlos M., 2000. "A simple and efficient test for Zipf's law," Economics Letters, Elsevier, vol. 66(3), pages 257-260, March.
    14. Roland Füss & Felix Schindler, 2011. "Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 12(2), pages 170-191, May.
    15. Kroencke, Tim Alexander & Schindler, Felix, 2010. "Downside risk optimization in securitized real estate markets," ZEW Discussion Papers 10-034, ZEW - Leibniz Centre for European Economic Research.
    16. Robert Socha & Piotr Wdowiński, 2018. "Crude oil price and speculative activity: a cointegration analysis," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(3), pages 263-304, September.
    17. Shigekazu Nakagawa & Hiroki Hashiguchi & Naoto Niki, 2012. "Improved omnibus test statistic for normality," Computational Statistics, Springer, vol. 27(2), pages 299-317, June.
    18. Poitras, Geoffrey, 2006. "More on the correct use of omnibus tests for normality," Economics Letters, Elsevier, vol. 90(3), pages 304-309, March.
    19. Shaw, Charles, 2018. "Regime-Switching And Levy Jump Dynamics In Option-Adjusted Spreads," MPRA Paper 94154, University Library of Munich, Germany, revised 27 May 2019.
    20. Aldo Goia & Ernesto Salinelli & Pascal Sarda, 2015. "A new powerful version of the BUS test of normality," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(3), pages 449-474, September.
    21. Islam, Tanweer ul, 2008. "Normality Testing- A New Direction," MPRA Paper 16452, University Library of Munich, Germany.

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