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Help on Converting an Equation to Eviews Command

Posted: Wed Nov 25, 2009 8:01 am
by maujasmin
Hi Guys,

I would like to ask for your help regarding an equation that I want to regress.
I have this equation model that I wan to run into Eviews but I dont know how to do it.
Basically the equation is in the form:

Z= aX+ (1-a)Y

where a is the parameter that I want to get.

Anyone who can teach me how to do it in Eviews would be of great help.

Any help would much appreciated.

Thank you in advance!

Re: Help on Converting an Equation to Eviews Command

Posted: Wed Nov 25, 2009 9:00 am
by EViews Gareth
z=c(1)*X + (1-c(1))*Y

Help on Newey-West t-stat

Posted: Thu Nov 26, 2009 5:39 pm
by lincom
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.

lincom