Re: [Gretl-users] About Durbin-Watson reported on panel data (FE) estimation
On Mon, 1 Jun 2015, Iván Pascual wrote:
Hello everyone,
Which version of the Durbin-Watson test for autocorrelation is the one
reported on the output of the Fixed Effects estimation using panel data? I
read that the modification of the original test for balanced panel data is
by Bhargava et al. (1982) and a version for unbalanced panel data is from
Baltagi and Wu (1999). Which one is being reported on Gretl?
We report the statistic described by Bhargava, Franzini and
Narendranathan, Review of Economic Studies, 1982.
Allin Cottrell