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by lincom
Thu Nov 26, 2009 5:39 pm
Forum: Estimation
Topic: Help on Converting an Equation to Eviews Command
Replies: 2
Views: 2251

Help on Newey-West t-stat

Hi everyone, Can eviews compute the Newey-West t-stat for a time series of estimated coefficients? I would like to run cross-sectional ols regressions monthly. I would then like to check the Newey West t-stat of the time series of one of my estimated coefficients. Thanks in advance for your help. li...

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