[Gretl-users] Durbin's h statistics

Lovrenc Pfajfar lovrenc.pfajfar at t-2.net
Tue Jan 7 14:43:41 EST 2014


Dear Gretl-users,

 

Can somebody tell me, how exactly  (formula) is calculated Durbin's h
statistic in Gretl.

 

Thanks a lot

 

L. Pfajfar

 

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