Newey West Automatic bandwidth

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Melanie1984
Posts: 1
Joined: Wed Feb 13, 2013 4:43 am

Newey West Automatic bandwidth

Postby Melanie1984 » Wed Feb 13, 2013 4:47 am

Hello,

I have a time series and need to find out the optimal bandwidth, e.g. 48... Where can I find it? I had a look at the useres manual but was not of great help.

Thanks,
Mel
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Newey West Automatic bandwidth

Postby EViews Gareth » Wed Feb 13, 2013 6:41 am

Bandwidth for what?
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