SUR Newey-West

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

startz
Non-normality and collinearity are NOT problems!
Posts: 3706
Joined: Wed Sep 17, 2008 2:25 pm

SUR Newey-West

Postby startz » Fri Apr 16, 2021 3:34 pm

Is it possible to get Newey-West standard errors in a SUR?

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 19 guests