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Version 5. You think that there are only hac options in ls estimation in version 6 or 7?

Well I only find the HAC-Options under GMM_Estimation where I have to put something in the instrument list. What do I have to put in there if I wanted to do the exact same thing like the Neway-West-correction in the LS scenario (I still want to estimate the mean of a single series). If I do Neway-We...

Could you give an example waht the exact comand would be? I am not realy into programing in eviews. Maybe you could just tell me the code for the first sum of the above expression.

One more question about Neway-West:

Is it possible to compute Neway_West correction for fixed lags (e.g. 5)? I think Eviews always chooses the lags automaticly.

Hello everyone, I wnat to generate a Series refering to the ''pefect foresight price'' of a stock index. The definition of this Price is as follows: Let D and P be the Series of Real Dividends and Index Prices. Then the perfect foresight price of the strategy of holding the stock until the end of sa...

Sounds easy. Thanks for the Reply.

Hi Everyone, I have a single Time series and want to test wehter the mean of this series is equal to zero. Since the observations of my series are overlapping until a certain lag (serially correlated) I want to use the Neway West corrected standard error for the test. How can I compute the corrected...