Search found 2 matches
- Tue Feb 15, 2011 12:36 am
- Forum: Estimation
- Topic: Newey West standard errors in Stata vs Eviews
- Replies: 3
- Views: 6694
Re: Newey West standard errors in Stata vs Eviews
I was using Newey (depvar) (indepvars), lag(x)
- Mon Feb 14, 2011 2:29 pm
- Forum: Estimation
- Topic: Newey West standard errors in Stata vs Eviews
- Replies: 3
- Views: 6694
Newey West standard errors in Stata vs Eviews
Hello, I have recently switched to Eviews 7 and one of the things I noticed is that they the procedures for estimating timeseries with NW standard errors are different. In Stata you would simply type "Newey and specify lag length", whereas as I understand that in Eviews you cannot manually...
