Newey West (HAC) in unbalanced panel
Posted: 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
but can i use HAC in unbalanced panel?
because i have to choose between random model or fixed effect model
thank you