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Newey West in Probit Models

Posted: Mon Jul 26, 2010 4:37 pm
by Darko
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