Hi!
I´m looking for somekind of a test for the fit of a laplace distribution i.e. whether the estimated error structure follows the laplace distribution. It´s easy for the normal distribution with the jarque-bera, but I´m not quite sure how to get one done for a laplace distribution = GED with fixed parameter of 1. I´ve scavanged the net but dont seem to get a hold of the subject. The exponential distribution EDF-test in Eviews is I guess pretty close but I would need the double exponential distribution test...
Any help would be appreciated
Thank you!
Distribution test for a laplace distribution
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