On Thu, 7 Aug 2014, Narandra Dashora wrote:
Kurtosis is Ex Kurtosis meaning greater than 3. Skewness is based on
Yes. I might just add that our measures are in agreement with those of the
"moments" package for R, except that R gives total rather than excess
On 8/5/14, Alecos Papadopoulos <papadopalex(a)aueb.gr> 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
> fax: +30-210-8259763
> Gretl-users mailing list
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Department of Economics
Wake Forest University, NC