[Gretl-users] Re: Durbin-Watson statistic and Durbin's h
Here are some reasons why
https://stats.stackexchange.com/a/148290/28746
https://stats.stackexchange.com/a/205262/28746
Alecos Papadopoulos PhD
Athens University of Economics and Business
web: alecospapadopoulos.wordpress.com/
scholar:https://g.co/kgs/BqH2YU
On 10/11/2020 10:00, Riccardo (Jack) Lucchetti wrote:
> [*] Fron an econometric point of view, I'd say that the best way to
> test for autocorrelation is using the Breusch-Godfrey LM test, but I
> digress.