EViews.com

Hi, since EViews does not offer Breusch-Godfrey tests for autocorrelation for panels, I need to test if autocorrelation remains after having included a lag of the dependent variable as a regressor. With the Durbin h-test, the formula says you have to get the variance of the lagged dependent variable...

Hi, I would like to ask three simple questions: 1) I know that the Durbin-Watson stat is not valid as an indicator of autocorrelation when there is a dependent lagged variable on the right side of the equation. But is it true that the DW stat is not valid for panel data IN ANY CASE (ie. before addin...