Dear All, This may seem a simple question, but is the excess kurtosis value calculated by
GRETL in the summary statistics command, the excess above the value 3, which is the
kurtosis value of a normal curve, i.e. if I have an excess kurtosis value of 3.12, does
that mean the kurtosis value is 6.12. I would like to know as I am trying to determine if
several distributions I have are significantly different from the normal distributions and
the tests depend on the value of the kurtosis not the excess kurtosis, which in GRETL may
or may not be the same. Thanks in advance Peter