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st: varnorm: rejection of the null hypothesis


From   emanuele canegrati <emanuele.canegrati@hotmail.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: varnorm: rejection of the null hypothesis
Date   Tue, 22 Jul 2008 12:25:54 +0200

Dear Statalist users,





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?





Thank you in advance,





Emanuele

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