Newey West correction for Panel Data

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lauren29
Posts: 12
Joined: Wed May 21, 2014 1:44 am

Newey West correction for Panel Data

Postby lauren29 » Fri Feb 27, 2015 5:57 am

Hello,
After going through many topics on this forum about the Newey-West covariance correction http://forums.eviews.com/viewtopic.php?f=4&t=274, I believe that it would be great to implement it into the panel framework.
All the best
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13318
Joined: Tue Sep 16, 2008 5:38 pm

Re: Newey West correction for Panel Data

Postby EViews Gareth » Fri Feb 27, 2015 11:54 am

Do you have references for the type of correction you want?
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