[Gretl-users] Normality Tests

[Allin Cottrell]

On Fri, 9 Nov 2007, Talha Yalta wrote:

> I am using gretl to teach the intro. to econometrics class.
> 
> Gujarati's text along with other popular texts such as Hill,
> Griffiths,Lim mentions the Jarque-Bera normality test. Iknow that Lee
> Adkins' ebook offers a gretl script for this test, however, I was
> wondering if this test could be implemented.

I suppose so, though the literature suggests that Doornik-Hansen,
which is what we have, is better.

> If yes, I also wonder if it could be made available as an option 
> for the normality of the residuals under model tests. Is it 
> possible to also have an option to set the number of bins for 
> the chi^2 test here?

On the second question the answer is No, since it's not a "number 
of bins" thing; see Doornik and Hansen (1994), referenced in the 
bibliography to the Gretl Users' Guide.

http://www.doornik.com/research/normal2.pdf

Allin.