In EVIEWS 10, I can't find HAC standard errors

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khkboss
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Joined: Thu Jan 07, 2016 10:41 pm

In EVIEWS 10, I can't find HAC standard errors

Postby khkboss » Tue May 14, 2019 6:09 pm

In EVIEWS 10, I can't find HAC standard errors in Coef Covariance Method even though I am using a panel data. Thank you for consideration.
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EViews Gareth
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Re: In EVIEWS 10, I can't find HAC standard errors

Postby EViews Gareth » Tue May 14, 2019 6:34 pm

EViews doesn't have panel HAC.
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khkboss
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Joined: Thu Jan 07, 2016 10:41 pm

Re: In EVIEWS 10, I can't find HAC standard errors

Postby khkboss » Tue May 14, 2019 7:03 pm

Does it mean i have to choose either period or cross-section??
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EViews Gareth
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Re: In EVIEWS 10, I can't find HAC standard errors

Postby EViews Gareth » Tue May 14, 2019 7:04 pm

You can choose whatever fits your model best.
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