Search found 2 matches
- 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...
- 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
