On Thu, 27 Nov 2008, [iso-8859-2] Mariusz DoszyĆ wrote:
> 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.
True, if there are enough time-series data points. (The DW is
calculated used only the time-series dimension.) But the validity
of this is admittedly questionable.
Allin.