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Re: st: Testing for serial correlation in small panel samples


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing for serial correlation in small panel samples
Date   Thu, 8 Sep 2011 21:36:13 -0500

I believe normality is an assumption but your should check the original paper.

Scott


On Wed, Sep 7, 2011 at 8:16 PM, christina sakali
<christina.sakali@googlemail.com> wrote:
> Thank you very much for the information and references, this is very helpful!
>
> Can you also please clarify this bit of information:
> Is the BFN Durbin Watson stat. an appropriate test for serial
> correlation even if the error distribution is NOT normal? (since the
> original DW stat. cannot be used in the case of non-normality).
>
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