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i tried estimating my equation in a system as suggested:

(b=12) gdpd=c(1)+c(2)*gdpd(1)+c(3)*gdpd(-1)+lrealmc
@instr gdpd(-1 to-4) ygap(-1 to-2) nw inf lrmc

with b=12, number lags of newey west. it doesn't seem to work. is my specification wrong? :-(

k, will do. thanks!

i see but i am using eviews 6. is there a way to do it in eviews 6?

oh ok, thanks a lot for the help. :D

i have another questions. i am also using a 2sls model and i want to do the newey west HAC. eviews has this but it doesn't have an option to set the number of lags. what if i want to do so? how do i do it? thanks again.

yes that is true but i want to know the associated s.e., t-stat, p-value as well.

how do i restrict the sum of coeffients to sum to 1? i am doing a GMM model on the new keynesian phillips curve and i want to restrict the sum of two coefficients. my model specification is: gdpd=c(1)+c(2)*gdpd(1)+c(3)*gdpd(-1)+realmc. i want c(2)+c(3)=1. i have read two related topics in this forum...