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?
Thanks a lot!
IP.