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many thanks

Yes, where you would use White standard errors to correct the standard errors.

Don't HAC (Newey West) standard errors correct for Heteroscedasticity and Auto Correlation?

Many thanks, is this also the same for the White test for heteroscedasticity?

So just to clarify, when you have a lagged independent variable, and the Breusch-Godfrey test indicates first order autocorrelation, using HAC standard errors will correct the standard errors for the autocorrelation, but the results of the Breusch-Godfrey test will still show first order autocorrela...

It's a lagged independent variable,

My dependent is time series data, it's an index that takes a value between 0-100

When I remove the lag, I still get a ~0.5 DW stat.

I've tried variations of the variables, but when I get a ~2 DW stat, the independent variables all become insignificant at the 5% and 10% level,

Is there anything I can do to fix this, or is my model just not suitable

I tried you suggestion but the Durbin-Watson is still ~0.5 For my original equation the adjusted R^2 was 0.91, and the prob of the f-statistic of the Ramsay RESET test was 0.00, which means we fail to reject the null that the equation is correctly specified. Doesn't this mean that the regression is ...

Hi, I am using EViews 9 and am trying to identify a model for OLS analysis, my sample size is quite small (52), and I am using time series data for my dependent variable The Adjusted R^2 of my model is ~0.9, but I am using a lagged independent variable so I did the Breusch-Godfrey LM Test, the prob(...