homokurtosis

Etymology
From.

Noun

 * 1)  The property of a series of random variables of every variable having the same finite kurtosis
 * 2) * 2010, Jeffrey M. Wooldridge, Econometric Analysis of Cross-Section and Panel Data (2nd ed.), MIT Press
 * In terms of the original error $$u_i$$, this assumption implies that $$\mathrm{E}(u_i^4\mid \mathbf{x}_i) = \mathit{constant} \equiv \kappa^2$$ under $$H_0$$. This is called the homokurtosis (constant conditional fourth moment) assumption. Homokurtosis always holds when $$u$$ is independent of $$\mathbf{x}$$, but there are conditional distributions for which $$\mathrm{E}(u\mid\mathbf{x}) = 0$$ and $$\mathrm{Var}(u\mid\mathbf{x}) = \sigma^2$$ but $$\mathrm{E}(u^4\mid\mathbf{x}) = 0$$ depends on $$\mathbf{x}$$.

Translations

 * German: Homokurtose, Homokurtosis