| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062608 | Economics Letters | 2006 | 6 Pages |
Abstract
This Monte Carlo study compares the small sample properties of some commonly used omnibus and directional tests, based on the standardized third and fourth moments, for assessing the normality of random variables: the omnibus D'Agostino K2 test and the directional components, and three versions of the Jarque-Bera test.
Keywords
Related Topics
Social Sciences and Humanities
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Economics and Econometrics
Authors
Geoffrey Poitras,