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Dear sir/madam, In chapter 11 of the Eviews Illustrated (for version 8 ) I spotted something that questions me.. Within chapter 11 there is a part called 'panel estimation' where a simple regression is done. In the regression output a DW-statistic of 0.102652 is shown and it is noted (in the pink pa...

Dear Glenn, thank you for your response.

Another question regarding this topic; how do i diagnose if my data suffers from heteroskedasticity? As my data is panel data I am not sure how to check if and where there is heteroskedasticity and how to adjust for it. Can someone help me out?

edit: I've found out that in Eviews: in the 'equeation estimation' menu --> 'panel options' tab, i can choose 'Weights' and 'Coef covariance method'. Can anyone advise me what to choose here to overcome the first order autocorrelation in my dependent variable? My dependent variable is a monthly shar...

Hi, I'm having troubles solving the following. Please bear in mind that my knowledge of econometrics and eviews 7 is fairly limited.. My panel data set, in which I regress several explanatory variables on the natural logarithm of price to net asset value (monthly basis) of 25 UK investment trusts ov...