Good afternoon.
Is it possible to provide the exact expressions for the calculation of
sample excess kurtosis, and for sample skewness, that Gretl uses? I
wasn't able to find them in the User Guide or in the Help menu, and
there are varying expressions available in the literature, with
different bias-correction terms.
Thank you.
PS : The swinging MLE appears to work fine.
--
Alecos Papadopoulos
Athens University of Economics and Business, Greece
Department of Economics
cell:+30-6945-378680
fax: +30-210-8259763
skype:alecos.papadopoulos