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Dynare computes the excess kurtosis. 

See https://forum.dynare.org/t/simulated-kurtosis-reported-incorrectly/12534
time-shift
Stéphane Adjemian (Charybdis) 2018-10-03 23:22:33 +02:00
parent 03bd2b73e6
commit 6a847931dc
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GPG Key ID: A6D44CB9C64CE77B
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@ -4585,7 +4585,7 @@ The variables are arranged in declaration order.
@end defvr
@defvr {MATLAB/Octave variable} oo_.kurtosis
After a run of @code{stoch_simul} contains the kurtosis (standardized fourth moment)
After a run of @code{stoch_simul} contains the excess kurtosis (standardized fourth moment)
of the simulated variables if the @code{periods} option is present.
The variables are arranged in declaration order.
@end defvr