How to obtain the unconditional distribution graph?
Posted: 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:
If I am not clear in my request, here is the description the author gave:
I have attached the image of the graph author reported. I would like to know how to estimate the same.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.