LMNNLSUR: Stata module to perform Overall System NL-SUR Non-Normality Tests
Emad Shehata
Statistical Software Components from Boston College Department of Economics
Abstract:
Stata Module to Compute Overall System NL-SUR Non Normality Tests
Language: Stata
Requires: Stata version 10
Keywords: Overall System NL-SUR Non-Normality Tests; Breusch-Pagan LM Test; Likelihood Ratio LR Test; Wald Test; Jarque-Bera LM Test; Doornik-Hansen LM Test; Geary LM Test; Anderson-Darling Z Test; D'Agostino-Pearson LM Test; Srivastava LM Skewness Test; Small LM Skewness Test; Skewness Z Test; Srivastava Z Kurtosis Test; Small LM Kurtosis Test; Kurtosis Z Test; Runs Test (search for similar items in EconPapers)
Date: 2012-07-23
Note: This module should be installed from within Stata by typing "ssc install lmnnlsur". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:
Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/lmnnlsur.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmnnlsur.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmnnlsur.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmnnlsur.dta sample data file (application/x-stata)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457492
Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php
Access Statistics for this software item
More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().