[Gretl-users] Re: Durbin-Watson statistic and Durbin's h
On Tue, 10 Nov 2020, Riccardo (Jack) Lucchetti wrote:
In finite samples, the h statistic may be not computable, because it
involves
taking the square of a quantity that could be negative.
Sorry folks, I meant "square root".
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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