robust wald test

[pat123123]

I am using Eviews 6. I want to know whether the programmed Wald test of a subset of coefficients is valid if using Newey-West robust estimation. The User's Guide seems to suggest otherwise, but I read a forum discussion that seemed to indicate that the Wald test is also robust. If it is not robust in Eviews 6, is it robust in Eviews 7. Thanks.

[EViews Gareth]

The Wald test in EViews uses the equation's estimated standard errors. Thus if you estimate the equation using robust standard errors, then those will be used by the Wald test.

[EViews Gareth]

The Wald test in EViews uses the equation's estimated standard errors. Thus if you estimate the equation using robust standard errors, then those will be used by the Wald test.

[pat123123]

thanks for you reply