HAC(NEWEY-WEST)test

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skgoh
Posts: 11
Joined: Thu Jul 07, 2011 9:42 pm

HAC(NEWEY-WEST)test

Postby skgoh » Thu Jul 07, 2011 9:50 pm

I have a question on doing HAC(Newey-West) test in 3SLS.

I estimated my equations using 2SLS via E-Views7. I did Newey-West test for the autocorrelation andheteroskedasticity problem.

I then move to 3SLS using system estimate in Eviews7. However, I was not allowed to choose HAC test in 3SLS.

Anyone know how to incorporate HAC test in 3SLS estimation in Eveiws7?
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