  It is well known that the finite-sample null distribution of the Jarque-Bera
Lagrange Multiplier (LM) test for normality and its adjusted version (ALM)
introduced by Urzua differ considerably from their asymptotic chi^2(2) limit.
Here, we present results from Monte Carlo simulations using 10^7 replications
which yield very precise numbers for the LM and ALM statistic over a wide range
of critical values and sample sizes. This enables a precise implementation of
the Jarque-Bera LM and ALM test for finite samples.
