For completeness, econometricians also like the Kiefer and Salmon test from their 1983 paper in Economics Letters -- it sums 'normalized' expressions of skewness and kurtosis which is then chi-square distributed. I have an old C++ version I wrote during grad school I could translate into R.

Edit: And here is recent paper by Bierens (re-)deriving Jarque-Bera and Kiefer-Salmon.

For completeness, econometricians also like the Kiefer and Salmon test from their 1983 paper in Economics Letters -- it sums 'normalized' expressions of skewness and kurtosis which is then chi-square distributed. I have an old C++ version I wrote during grad school I could translate into R.

Edit: And here is recent paper by Bierens (re-)deriving Jarque-Bera and Kiefer-Salmon.

Edit 2: I looked over the old code, and it seems that it really is the same test between Jarque-Bera and Kiefer-Salmon.

For completeness, econometricians also likes the Kiefer and Salmon test from their 1983 paper in Economics Letters -- it sums 'normalized' expressions of skewness and kurtosis which is then chi-square distributed. I have an old C++ version I wrote during grad school I could translate into R.

For completeness, econometricians also like the Kiefer and Salmon test from their 1983 paper in Economics Letters -- it sums 'normalized' expressions of skewness and kurtosis which is then chi-square distributed. I have an old C++ version I wrote during grad school I could translate into R.

Edit: And here is recent paper by Bierens (re-)deriving Jarque-Bera and Kiefer-Salmon.