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At 10:22 AM 6/11/2010, you wrote: >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
