Search found 3 matches
- Mon Jul 16, 2012 8:40 am
- Forum: Econometric Discussions
- Topic: Correct for Autocorrelation
- Replies: 4
- Views: 7999
Re: Correct for Autocorrelation
Thank you for the reply :D I thought Durbin Watson indicates autocorrelation? So is it enough for me just to use newey west? For more details: My data is in the following form & and I want to run a linear regression pooled across individuals and brands. person performancerating brand ------ ----...
- Mon Jul 16, 2012 6:25 am
- Forum: Econometric Discussions
- Topic: Correct for Autocorrelation
- Replies: 4
- Views: 7999
Re: Correct for Autocorrelation
When I just choose the to estimate robust standard errors (hac) with newey-west in eviews7 my durbin watson statistic does not change...
Can't anybody give me a hint? I really have to get this done by today
Can't anybody give me a hint? I really have to get this done by today
- Sun Jul 15, 2012 3:15 pm
- Forum: Econometric Discussions
- Topic: Correct for Autocorrelation
- Replies: 4
- Views: 7999
Correct for Autocorrelation
Hi, My data: I have panel data. Each individual rated 5 brands on 1 attribute and overall satisfaction. I want to pool across brands and individuals and estimate via OLS. (My regression function is: AttributeRating= AverageAttributeRating + OverallSatisfactionRating Since each individual rated each ...