Normality Test in GMM PANEL VAR

[Anuradha Saikia]

Is there a normality test in GMM PANEL VAR?

[Jeff Wooldridge]

I can't think of why you'd want to test for normality in this setting (or in almost any setting).

[Anuradha Saikia]

Okay, Professor Wooldridge. I think I got it now. Thank you :-)