Re: Residual tests in panel estimations
Posted: Wed Mar 18, 2015 7:28 am
What sort of equation have you estimated?
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