DW is incorrect in cross-section setting, that's why DW option
May I ask, what does it mean if you take the log difference of both the dependent and independent variables in an OLS, and then rho and DW stat don't even appear in the output? The White's test value is quite small... if i swap dependent/independent, the rho and DW stat reappear... Thanks TMN_______________________________________________ Gretl-users mailing list Gretl-users@lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users