Comparing Distributions

For econometric discussions not necessarily related to EViews.

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cel
Posts: 35
Joined: Fri Jan 20, 2012 7:39 am

Comparing Distributions

Postby cel » Mon Dec 03, 2012 6:21 am

If I have an observed variable X and a fitted value of X (X_fit) from some regression, is there a way that I can check if X_fit comes from the same "distribution" of X.

I've seen equality tests for mean, median & volatility and some discussion of quantile comparisons, but I stll thought to clarify what's the preferred way that E-views would allow you to assess this.

Thanks!

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