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Is the HACestimation procedure described at http://www.eviews.com/help/helpintro.ht ... rrors.html available in panel data sets?

Equation Estimation\Panel Options has a Coef covariance drop down menu, but I cannot find the HAC method. Using Eviews 9

Since it is, econometrically, not a panel procedure, it is not available for panels.

For robust covariance options available in panels, look at the panel robust covariance section:
http://www.eviews.com/help/helpintro.ht ... 23ww187927

I think White period method works for me.

I further need to access the t-stats of the coefficients estimate. However, I end up with a message
"Square root of negative number in "GENR STATS=@TSTATS(3)"

Any ideas what causes the issue?

Would need to have the work file with the equation in question

I am afraid I cannot upload the workfile here.

However, the estimation itself does not cause any problems. Only the line produces the error message. Without any knowledge of the Eviews "black box" it is hard to understand that as the t-values are computed regardless of the command above. It seems like the assignment of the t-stats to the vector stats is troublesome.

What's the version/build date of your copy (Help->About EViews)?

Version 9, Nov 2 2015 build

You should update to the latest version.