Tests

Observed Coefficient

Bootstrap Standard Error

Z

P > |z|

Normal Based [95% Conf. Interval]

Skewness_e

0.002705

0.0259529

0.10

0.197

−0.0481618 0.0535718

Kurtosis_e

−0.0537893

0.0437138

−1.23

0.219

−0.1394667 0.0318882

Skewness_u

0.025474

0.0174117

1.46

0.143

−0.0086524 0.0596003

Kurtosis_u

−0.0007557

0.0124038

−0.06

0.951

−0.0250667 0.0235553

Joint test for Normality on e

Joint test for Normality on u

chi² (2) Probability > chi²

chi² (2)

Probability > chi²

1.52 0.4665

2.14

0.3423