Newey West Standard Errors

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Alexander123
Posts: 4
Joined: Thu Nov 24, 2016 9:41 am

Newey West Standard Errors

Postby Alexander123 » Tue Dec 20, 2016 9:23 am

Hi,

I have serial correlation in my panel data. How do I select newey west standard errors in Eviews 9 to correct for this?

Kind regards,

Alexander

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