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Durbin-Wu-Hausman test for Panel data

Posted: Fri May 03, 2013 2:12 am
by Sylvain
Hello,

I need to control for endogeneity in my simple panel regressions. To do so, I would like to perform a Durbin-Wu-Hausman test which is available in Eviews 8.0, but not for panel data. Do you know by any chance the process to follow to program this test and the required Eviews-codes?

Thanks in advance,

Sylvain

Re: Durbin-Wu-Hausman test for Panel data

Posted: Fri Aug 29, 2014 2:00 am
by backhaum
I actually have a very similar problem.

Thank you for your help in advance.