Search found 1 match
- Fri Jul 30, 2010 1:58 am
- Forum: Econometric Discussions
- Topic: Unit root and White/Newey-west
- Replies: 1
- Views: 3715
Re: Unit root and White/Newey-west
This is a pretty late reply. but I have had the same question. regarding White and Newey-West. First of all the White Test is a test for heteroscedasticity. The white estimator makes your regression heteroscedasticity-consistent The Newey-West estimator makes your regression heteroscedasticity and a...