Dear forum friends,
Has EViews 12 any test of autocorrelation of residuals from panel ARDL model ?
Are correlograms and Q-statistics of these residuals supposed to do this ?
Some people use Wooldridge autocorrelation test for the residuals from panel ARDL model.
How can EViews 12 do this (in Panel ARDL)?
Thanks a lot!
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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