Newey West in Probit Models

For econometric discussions not necessarily related to EViews.

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Darko
Posts: 1
Joined: Mon Jul 26, 2010 3:22 pm

Newey West in Probit Models

Postby Darko » Mon Jul 26, 2010 4:37 pm

Hi, I am quite new to Eviews and to this field in general and after google-ing, reading the users guide and browsing this forum I still can not find any information on how to use Newey-West method for Probit Models. In particular I am performing forecasts using a probit model, however due to the overlapping nature of the forecasts I would like to correct the serial correlation of the errors by using Newey-West techinique.

I would be very grateful if you could give any hint or advice! Tnx

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