**I would like to know how I can infer the number of lags used for the bandwidth associated to the (long-run) variance estimator.**

In running a system with GMM, I get the following output:

Included observations: 247

Total system (balanced) observations 3458

Kernel: Bartlett, Bandwidth: Variable Newey-West (2), No prewhitening

Simultaneous weighting matrix & coefficient iteration

Convergence achieved after: 1 weight matrix, 2 total coef iterations

**Can you tell me if I can infer the number of lags from the Bandwidth (Variable Newey-West (2)).**

Is it 2 the number of lags?

Is it 2 the number of lags?

**For your additional information, if I use the NW fixed option with 247 observations, I get the following, where the Bandwidth is 5.**

Using the formula available here is rather complex to extract the number of lags: http://www.eviews.com/help/helpintro.ht ... 23ww155429

Using the formula available here is rather complex to extract the number of lags: http://www.eviews.com/help/helpintro.ht ... 23ww155429

Included observations: 247

Total system (balanced) observations 3458

Kernel: Bartlett, Bandwidth: Fixed (5), No prewhitening

Simultaneous weighting matrix & coefficient iteration

Convergence achieved after: 1 weight matrix, 2 total coef iterations