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by junim
Tue Apr 10, 2012 6:06 am
Forum: Programming
Topic: Adjusted standard errors in panel data
Replies: 0
Views: 1379

Adjusted standard errors in panel data

Hi. I want to run a pooled ols on some panel data with adjusted standard errors to avoid serial correlation and heteroscedasticity. I would prefare to use Newey-West adjusted standard errors but as far as I can find Eviews does not have this as a build-in function? Do you know if it is possible to m...
by junim
Mon Mar 12, 2012 6:06 am
Forum: Programming
Topic: Series of overlapping data
Replies: 2
Views: 2236

Series of overlapping data

I am working on some times series data and I would be grateful if someone could help. I am trying to create a series where each variable is generated as a sum of the next k period observations (e.g. k=120). So I am looking for a way to make this command easier: Series y=x+x(+1)+x(+2)+...+x(+k) /Junim

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