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Dynare computes the excess kurtosis. 

Manually cherry-picked from 6a847931dc.
time-shift
Stéphane Adjemian (Charybdis) 2019-02-18 15:45:48 +01:00
parent b8518079bc
commit 3467a47ae3
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GPG Key ID: A6D44CB9C64CE77B
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7
src/source/the-model-file.rst
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@ -3424,9 +3424,10 @@ Computing the stochastic solution
.. matvar:: oo_.kurtosis
|br| After a run of ``stoch_simul`` contains the kurtosis (standardized
fourth moment) of the simulated variables if the ``periods`` option
is present. The variables are arranged in declaration order.
|br| After a run of ``stoch_simul`` contains the excess kurtosis
(standardized fourth moment) of the simulated variables if the
``periods`` option is present. The variables are arranged in
declaration order.
.. matvar:: oo_.autocorr