Kurtosis is Ex Kurtosis meaning greater than 3. Skewness is based on Moments.

On 8/5/14, Alecos Papadopoulos <papadopalex(a)aueb.gr&gt; wrote: > 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 > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users