Breusch Godfrey test

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timh
Posts: 3
Joined: Sun Nov 22, 2015 8:20 am

Breusch Godfrey test

Postby timh » Thu Mar 17, 2016 10:37 am

Hi, I am working in Eviews 8 (with up to date patch). I am doing a simple OLS regression and want to test for autocorrelation of the residuals. When I click on residual diagnostics, the only menu items are "histogram - normality test" and "Arellano-Bond serial correlation test". The other items that your user guide says exist are not in my view. Do I need an add-in or have items, such as serial correlation LM test, been removed? Thanks, Tim

EViews Gareth
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Posts: 13315
Joined: Tue Sep 16, 2008 5:38 pm

Re: Breusch Godfrey test

Postby EViews Gareth » Thu Mar 17, 2016 10:42 am

They are not available for panel estimation.
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