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- Mon Aug 03, 2009 12:39 am
- Forum: Econometric Discussions
- Topic: Test for serial correlation in panel data model
- Replies: 1
- Views: 5601
Test for serial correlation in panel data model
I would like to know whether the method suggested by wooldridge regarding testing serial correlation in panel data model can be applied to the case with a lagged dependent variable? I have run a panel data model with first differencing and according to Wooldridge, we could regress the e(t) on e(t-1)...