dear all,
Now I try to carry out the panel data model (fixed and random effects), the Durbin-Watson stat is = 0.2 less than 2
I took the first difference for all variables in the model, but the Durbin-Watson stat
(D-W) still less than 2 it is = 0.38
The variables in the log and percentage forms, are this which do the problem?
Can I solve this problem?
can I remove auto-correlation between residuals?
thanks a lot in advance