How to address the problem of auto correlation in pooled least squares model?

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Muhammad Khurram
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How to address the problem of auto correlation in pooled least squares model?

Postby Muhammad Khurram » Mon Oct 31, 2022 1:38 am

Hi,

I am using eviews and have run the pooled regression with 295 observation for the period of 10 years. I am getting a lower durbin waston (durbin watson stat 0.99) which indicates potential auto correlation problem, I also cannot find the serial correlation lm test in the residual diagnostics in eviews. If possible could you please let me know how I can fix this problem? thank you.

Best regards,
Khurram

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