Re: [Gretl-users] DW test
If you check you will find that Gretl does not include a D-W
statistic
in its output for fixed effects panel.
Yes, it does, at least in polish translation.
The DW statistic is a test
for first order serial correlation. The standard DW statistic is
for
a single time series regression. You could possibly design a
corresponding statistic for panel data but it would not be a DW
statistic and it would have a different distribution. If you are
interested in serial correlation and its effects on the variance
covariance matrix you might read the appropriate sections in Cameron
an Trivedi (2005), Microeconometrics, Methods and Applications,
Cambridge.
Thanks for advices, I'll try to check it!
Best wishes.
Mariusz
Poland