[Gretl-users] Serial correlation and omit
Hello,
Apologies for a very rudimentary question. Is the joint significance test performed by
omit valid in the presence of serial correlation when (i) the --robust option is used to
with ols and (ii) the --chi-square option is used with omit, e.g.
ols y const x z --robust
omit z --chi-square
Thanks,
Logan
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