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- Thu Nov 26, 2009 5:39 pm
- Forum: Estimation
- Topic: Help on Converting an Equation to Eviews Command
- Replies: 2
- Views: 1806
Hi everyone, Can eviews compute the Newey-West t-stat for a time series of estimated coefficients? I would like to run cross-sectional ols regressions monthly. I would then like to check the Newey West t-stat of the time series of one of my estimated coefficients. Thanks in advance for your help. li...