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by LFC92
Mon Feb 24, 2014 10:25 am
Forum: Estimation
Topic: Newey-West Panel data
Replies: 0
Views: 1511

Newey-West Panel data

Using panel data, with fixed effects, and i have got a Durbin Watson statistic of 1.29, ie, some autocorrelation. I can control for heteroskedasticity by white standard errors, and have read online (im useless at econometrics/stats :P ) that the newey-west method can solve the issues of both heteros...

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