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A further question on the LM test? If I am correct, the program suggested by Gareth is a Brausch-Pagan-LM-test to test for heteroskedasticity and not for serial correlation?
Is it possible to rewrite the program to get a Breusch-Godfrey-LM serial correlation test?

What possibility do I have then to handle existing serial correlation as indicated by the Durbin-Watson statistics? If I just include an AR(1), how can I then figure out if autocorrelation still exists, since what I learned from the discussion board, the typical autocorrelation do not exist for pane...

ok, thank you. it makes sense now.

How do I then determine the right GLS weight methods? Or when do I know to leave it at no weights.

I cannot find any further instructions on this in the handbook.

Here is the workfile

I entered
ls C_gri c _01_indb _02_dual _03_meet _04_sizeb _05_Sizebsq _06_fem _08_inv _09_size _11_Profit _12_liqui _13_lever _14_beta "wgt =persur" @expand (c, @crossid)

Dear Eviews-Users? I wanted to do cross-section fixed together with period sur and tried to enter the command specified by Glenn. Unfortunately it says insufficient number of observations. I have panel-data for 15 companies and for 5 years and 14 regressors. When I excluded all regressors, but one I...