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In EVIEWS 10, I can't find HAC standard errors

Posted: Tue May 14, 2019 6:09 pm
by khkboss
In EVIEWS 10, I can't find HAC standard errors in Coef Covariance Method even though I am using a panel data. Thank you for consideration.

Re: In EVIEWS 10, I can't find HAC standard errors

Posted: Tue May 14, 2019 6:34 pm
by EViews Gareth
EViews doesn't have panel HAC.

Re: In EVIEWS 10, I can't find HAC standard errors

Posted: Tue May 14, 2019 7:03 pm
by khkboss
Does it mean i have to choose either period or cross-section??

Re: In EVIEWS 10, I can't find HAC standard errors

Posted: Tue May 14, 2019 7:04 pm
by EViews Gareth
You can choose whatever fits your model best.