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  • varnorm: rejection of the null hypothesis


    I performed the varnorm test and results rejects the null in all the three cases (Jarque-Bera, Skewness and Kurtosis). Since the disturbancies are not normal, is there any action I have to take to perform the VAR analysis? Do I have to use other STATA commands? Thanks

  • #2
    No idea what you're talking about. Could you give context on what you're studying and what the point of the code is?

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