Search found 2 matches

by oxidas
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)
by oxidas
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...

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