Hi there,
I have a couple of lagged dependent variables in my regular (not dynamic) panel data. I'm not suppose to use DW test; does anyone know how to conduct the Breusch-Godfrey on Eviews 7.1? Any suggestion on how to handle are most welcome.
Thanks in advance!
Search found 2 matches
- Wed Jun 22, 2011 1:19 am
- Forum: Estimation
- Topic: Autocorrelation Panel data
- Replies: 1
- Views: 5995
- Fri Feb 06, 2009 2:13 am
- Forum: Estimation
- Topic: Dynamic Panel Data Residual tests
- Replies: 8
- Views: 19207
Dynamic Panel Data Residual tests
Dear All,
I'm done with my dynamic panel data inclusive of the sargan test. But I'm wondering if someone could help with Arellano & Bond first and second order serial correlion residuals test. How they're done in Eviews?
Thanks in advance,
Fernando
I'm done with my dynamic panel data inclusive of the sargan test. But I'm wondering if someone could help with Arellano & Bond first and second order serial correlion residuals test. How they're done in Eviews?
Thanks in advance,
Fernando