Econometrics ...

Hello,

Is there a package available for R which generates output commonly used
by econometricians (eg., the Durbin-Watson statistic for serial
correlation in regression residuals)?  I'm pretty sure most of the stuff
is out there in assorted packages, under different names.  However, it
would make my life, and that of my students, easier if it was all in one
package.

By now there is no econometrics package or bundle, there are only
several packages, that might be of interest for econometricians. The
Durbin Watson test is for example in the package "lmtest" (a new version
of "lmtest" that offers not only the test statistic but also the p-value
is about to be finished). Other packages with useful econometric
functions can be found in "tseries" or in "strucchange".

Z

Thanks,

John.
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