### OLS with Newey West(HAC) Covariance method

Posted:

**Sun Nov 05, 2017 4:58 pm**I estimated an OLS with the Newey West(HAC) Covariance method.The estimation output has a Wald F-Statistic value in addition to a different and higher F statistic value.

How can I manually calculate the Wald F statistic value with the Newey West variance-covariance matrix in Matlab without any function(i.e) with the actual formula?

Thank you.

How can I manually calculate the Wald F statistic value with the Newey West variance-covariance matrix in Matlab without any function(i.e) with the actual formula?

Thank you.