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


From   christina sakali <christina.sakali@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing for serial correlation in small panel samples
Date   Fri, 9 Sep 2011 14:58:30 +0300

Thank you Scott.

On 9 September 2011 05:36, Scott Merryman <scott.merryman@gmail.com> wrote:
> 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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