Search found 2 matches
- Sat Jul 03, 2010 8:23 am
- Forum: Estimation
- Topic: robust wald test
- Replies: 3
- Views: 4011
Re: robust wald test
thanks for you reply
- Thu Jul 01, 2010 2:46 pm
- Forum: Estimation
- Topic: robust wald test
- Replies: 3
- Views: 4011
robust wald test
I am using Eviews 6. I want to know whether the programmed Wald test of a subset of coefficients is valid if using Newey-West robust estimation. The User's Guide seems to suggest otherwise, but I read a forum discussion that seemed to indicate that the Wald test is also robust. If it is not robust i...