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.