Am 06.09.2023 um 12:29 schrieb Alison Loddick:
Hi,
Thank you for your prompt response. They asked students to use
Newey-west, which I think is what Gretl uses for time series HAC. I've
seen it in Stata, the student was told by the supervisor to use Eviews.
I ran an example panel regression in Eviews 13, and under panel options
there's nothing called Newey-West. That's why I've asked what they
actually mean. I might check Stata later.
cheers
sven
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