Re: [Gretl-users] VAR: Normality test

On Fri, 11 Jun 2010, Henrique Andrade wrote: > Could you suggest me some references about the Doornik-Hansen normality test > in a VAR model (VAR model window, "Tests -> Normality of residuals")? I > would like to know how to interpret it (the null hypothesis is the > normality?) and I would like to know the difference between it and the > single equation normality test. It's in the bibliography of the Gretl User's Guide: Doornik, J. A. and Hansen, H. (1994) "An Omnibus Test for Univariate and Multivariate Normality", working paper, Nuffield College, Oxford. google will find it for you. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users