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I am in a panel data setting, and this option is not available under Options.
Any other suggestion?
Thank you.

hi, I have a similar question. I include leads and lags of the differenced cointegrating regressors on the right-hand side of my equation. As residuals are autocorrelated, I need to use the Newey-West but unfortunatelly I think this option is not available in Eviews, not predefined. Am I wrong and i...