Residual tests in panel estimations

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EViews Gareth
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Re: Residual tests in panel estimations

Postby EViews Gareth » Wed Mar 18, 2015 7:28 am

What sort of equation have you estimated?
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EViews Glenn
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Re: Residual tests in panel estimations

Postby EViews Glenn » Wed Mar 18, 2015 3:38 pm

On the DW statistic in panel data. It's valid under certain conditions:

Bhargava, Alok; Franzini, L.; Narendranathan, W. (1982). "Serial Correlation and the Fixed Effects Model". Review of Economic Studies 49 (4): 533–549
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