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Hi Gareth

I´m sorry about that. I didn't know.

Thks anyway
J Pereira

Hello Gareth Could you give me some tips about my issue? I've been analysing some calculations of automatic bandwidth Newey West procedure but none of them match the result. I even don´t know if there are different methods we can use, or if the methods are simply not correct.The autocovariance formu...

Hi I' m trying to understand the formulae behind the calculation of automatic bandwidth with kernel. When I work with Andrews method everything is ok but when the chosen method is Newey West (page 781 user's guide II) I'm facing some difficulties. I have a lot of work done but I'm afraid I'm a bit l...

Hello In page 785 in User's guide II Eviews 7 in the table with Kernel function properties about Truncated uniform(1st line) we have a q=0 that don't correspond to the value Rb=1/5 (4th column),for according to the formulae Rb=1/(2q+1) (see below table), q should be 2 and not 0. To put things clear ...

Hello Gareth

Thank you very much
My mistake sorry
Joao Pereira

Hi Gareth

Could you give any tip about my issue?

I´d appreciate
Tks

Joao Pereira

Hello I' m working with autocorrelation and experiencing the effect of different bandwidths in the results of a model.With fixed bandwidth I have no problems but when it comes to automatic bandwidth,I get a difference in the result. Particularly I'm dealing with Newey-West estimator with kernel func...

Hi

Just to help I attached an excel sheet with the example I've been trying to work out

Regards

João Pereira

I'm using Eviews 7
Can I send my calculations in Excel to Help?

João Pereira

Hi
I´ve just send you a post and I notice that it's very badly formatted.The problem is that I don´t know how to do it.

I appologize for that

Tks

Joao Pereira

I´m just trying to see witch is the correct formula behind the calculation because the formulas I got didn't match. So I started with a very simple case with only 4 obs ( consumption(cons) depending on salary(sal) ) cons sal 100 500 150 600 200 600 180 500 The outputs are OLS = cons c sal β1=-35 β2=...

Hello I've been trying to get to the results of Newey West estimator with a formula but I didn´t succeed so far.I had a look in the manual (guide II) but it is confusing. The exercise I' m dealing with is as follows Lag specification - none Kernell - Bartlett Bandwith - Newey fixed Truncate integer ...

Hi Gareth

Thks for your response .I've already got the result

All the best
João Pereira

Hello all I've just entered the forum and I'll much appreciate if someone can help. I' m working with Chow test , and in the output from Eviews three different results are given: F-statistic,Loglike and Wald Statistic. I was asked to confirm the Wald statistic but I didn´t succeed so far.I checked t...