Search found 4 matches
- Tue Oct 06, 2009 8:25 am
- Forum: Estimation
- Topic: serial correlation - panel with lagged dependent variable
- Replies: 0
- Views: 2734
serial correlation - panel with lagged dependent variable
Hi! I am using a simple panel data OLS with 5 cross-sections and 41 periods. I am using a lagged dependent variable (all the other variables enter as levels), but I am afraid I am getting serial correlation. However, eviews doesn't provide an alternative to the Durbin-Watson. I tried to regress the ...
- Tue Oct 06, 2009 8:23 am
- Forum: Estimation
- Topic: Stability tests in panel with lagged dependent variable
- Replies: 0
- Views: 2379
Stability tests in panel with lagged dependent variable
How can I do a stability test in a panel OLS (with a lagged dependent variable)?
Thank you very much in advance!
Thank you very much in advance!
- Sun Oct 04, 2009 11:08 am
- Forum: Estimation
- Topic: stability tests
- Replies: 3
- Views: 5098
Re: stability tests
How can I do a stability test in a panel OLS (with a lagged dependent variable)?
Thank you very much in advance!
Thank you very much in advance!
- Sun Oct 04, 2009 10:35 am
- Forum: Estimation
- Topic: Dynamic Panel Data Residual tests
- Replies: 8
- Views: 19218
Re: Dynamic Panel Data Residual tests
Hi! I am using a simple panel data OLS with 5 cross-sections and 41 periods. I am using a lagged dependent variable (all the other variables enter as levels), but I am afraid I am getting serial correlation. However, eviews doesn't provide an alternative to the Durbin-Watson. I tried to regress the ...