Search found 2 matches

by YANGXIAO
Tue May 13, 2014 5:21 am
Forum: Estimation
Topic: About Newey-west (HAC) results
Replies: 3
Views: 11293

Re: About Newey-west (HAC) results

I click the estimation first, and click the option, then choose the coefficient covariance matrix to HAC, then do the estimate, but from the result as i show you yesterday, i cannot get the same result as the 1st result from the article, specifically speaking, the black sentences are different in th...
by YANGXIAO
Mon May 12, 2014 8:50 am
Forum: Estimation
Topic: About Newey-west (HAC) results
Replies: 3
Views: 11293

About Newey-west (HAC) results

I find a standard eviews result from an article, which as follows: Dependent Variable: RATES Method: Least Squares Date: 12/03/12 Time: 14:09 Sample: 1961Q1 1986Q3 Included observations: 103 HAC standard errors & covariance (Prewhitening with lags = 1, Quadratic-Spectral kernel, Andrews bandwid...

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