How to obtain the unconditional distribution graph?

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fr4014
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Joined: Fri Apr 29, 2022 1:50 pm

How to obtain the unconditional distribution graph?

Postby fr4014 » Mon Jan 16, 2023 5:15 pm

I would like to plot the unconditional distribution of a series over the sample period. I found this reported in a research paper and would like to report the same.

If I am not clear in my request, here is the description the author gave:
In Figs. 4–6, we also plot the unconditional distribution of the UK returns over the sample period in bold, together with the unconditional distribution of a set of normal variates with the same mean and variance.


I have attached the image of the graph author reported. I would like to know how to estimate the same.
Attachments
ev4.PNG
Unconditional distribution graph
ev4.PNG (27.42 KiB) Viewed 6484 times

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