Search found 1 match
- Tue Jan 19, 2010 6:36 am
- Forum: Econometric Discussions
- Topic: Excess Kurtosis
- Replies: 0
- Views: 4732
Excess Kurtosis
Hey, I'm running a regression on Eviews 6, regressing Inflation, investment and GDP lagged by 1 and 2 periods, on GDP growth per capita, using panel data with fixed effects for time and cross section. However the residuals have a non normal distribution because they have a kurtosis of 6 (excess of 3...