Newey West correction for Panel Data
Posted: Fri Feb 27, 2015 5:57 am
Hello,
After going through many topics on this forum about the Newey-West covariance correction http://forums.eviews.com/viewtopic.php?f=4&t=274, I believe that it would be great to implement it into the panel framework.
All the best
After going through many topics on this forum about the Newey-West covariance correction http://forums.eviews.com/viewtopic.php?f=4&t=274, I believe that it would be great to implement it into the panel framework.
All the best