[Gretl-users] Wald test

[Giovanni Madaro]

I'm performing some panel regressions with time dummy variables. In the results i see the Wald test. How do i interpret its results?? 


Test di Wald per la significatività congiunta delle dummy temporali
  Statistica test asintotica: Chi-quadro(3) = 75,8035
  con p-value = 2,43713e-016


Another question: my indipendent variable is the sensibility of the Black and Scholes value of stock options to the volatility of stock returns (VEGA). Should i use the log of Vega? Why?

Thanks very much
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