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Breusch Godfrey test

Posted: Thu Mar 17, 2016 10:37 am
by timh
Hi, I am working in Eviews 8 (with up to date patch). I am doing a simple OLS regression and want to test for autocorrelation of the residuals. When I click on residual diagnostics, the only menu items are "histogram - normality test" and "Arellano-Bond serial correlation test". The other items that your user guide says exist are not in my view. Do I need an add-in or have items, such as serial correlation LM test, been removed? Thanks, Tim

Re: Breusch Godfrey test

Posted: Thu Mar 17, 2016 10:42 am
by EViews Gareth
They are not available for panel estimation.