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We decompose our tests into third and fourth moment components, and obtain one\u2010sided likelihood ratio analogues, whose asymptotic distribution we provide. When we apply our tests to a common trend model which combines the expenditure and income versions of US aggregate real output to improve its measurement, we reject normality if the sample period extends beyond the Great Moderation.<\/jats:p>","DOI":"10.3982\/qe859","type":"journal-article","created":{"date-parts":[[2019,7,25]],"date-time":"2019-07-25T08:01:43Z","timestamp":1564041703000},"page":"981-1017","source":"Crossref","is-referenced-by-count":15,"title":["Normality tests for latent variables"],"prefix":"10.3982","volume":"10","author":[{"given":"Mart\u00edn","family":"Almuzara","sequence":"first","affiliation":[{"name":"CEMFI"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Dante","family":"Amengual","sequence":"additional","affiliation":[{"name":"CEMFI"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Enrique","family":"Sentana","sequence":"additional","affiliation":[{"name":"CEMFI"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"2359","published-online":{"date-parts":[[2019]]},"reference":[{"key":"quan12192-bib-0001","doi-asserted-by":"crossref","unstructured":"Almuzara, M., D. 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