Newey West (HAC) in unbalanced panel

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grumpynala
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Joined: Mon Sep 19, 2016 9:50 am

Newey West (HAC) in unbalanced panel

Postby grumpynala » Thu Dec 15, 2016 11:38 am

i am having problem with heteroscedasticity and autocorrelation and then i choose HAC to correct it
but can i use HAC in unbalanced panel?
because i have to choose between random model or fixed effect model

thank you

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