On Thu, 7 Aug 2014, Narandra Dashora wrote: > Kurtosis is Ex Kurtosis meaning greater than 3. Skewness is based on > Moments.
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 kurtosis. Allin Cottrell > > 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 >> 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 > -- Allin Cottrell Department of Economics Wake Forest University, NC
