Search found 1 match
- Sat Jul 09, 2011 2:22 pm
- Forum: Estimation
- Topic: Newey West specifying lag problem
- Replies: 8
- Views: 7782
Re: Newey West specifying lag problem
I also have this problem to do the simple OLS regression specifying lag truncation. In eviews 5.0, when I choose Newey West option, there is no option to set the bandwidth , the lag truncation just calculated automatically instead of be specified by myself.