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ROBJB: Stata module to compute Brys et al. (2008) robust Jarque-Bera Normality test

Wouter Gelade (), Vincenzo Verardi and Catherine Vermandele
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Catherine Vermandele: Universite Libre de Bruxelles

Statistical Software Components from Boston College Department of Economics

Abstract: robjb tests the normality of a given variable using a modified Jarque-Bera statistic developed by Brys et al. (Computational Statistics, 2008).

Language: Stata
Requires: Stata version 10 and medcouple from SSC (q.v.)
Keywords: normality; Jarque-Bera; skewness; kurtosis (search for similar items in EconPapers)
Date: 2013-09-20, Revised 2015-05-07
Note: This module should be installed from within Stata by typing "ssc install robjb". The module is made available under terms of the GPL v3 ( Windows users should not attempt to download these files with a web browser.
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Handle: RePEc:boc:bocode:s457702