[Gretl-users] Expression for sample excess kurtosis and sample skewness calculation in Gretl

[Alecos Papadopoulos]

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.

[Narandra Dashora]

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

Post by Alecos Papadopoulos
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:[phone]
fax: [phone]
skype:alecos.papadopoulos
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Gretl-users at lists.wfu.edu
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[Allin Cottrell]

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

Post by Alecos Papadopoulos
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:[phone]
fax: [phone]
skype:alecos.papadopoulos
_______________________________________________
Gretl-users mailing list
Gretl-users at lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users

_______________________________________________
Gretl-users mailing list
Gretl-users at lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users