serial correlation - panel with lagged dependent variable

[pimenteljm]

Hi!

I am using a simple panel data OLS with 5 cross-sections and 41 periods.

I am using a lagged dependent variable (all the other variables enter as levels), but I am afraid I am getting serial correlation. However, eviews doesn't provide an alternative to the Durbin-Watson. I tried to regress the residuals on the lagged residuals, but I am not sure whether it is the right approach.

Or, perhaps, I should use white-period covariance calculation?

Can you help me?

thanks in advance!