heteroscedasticity white and newey-west
Posted: Wed Aug 11, 2010 7:50 pm
hi,
When I look at the help guide, in order to correct for heteroscedasiticy, hit quick, estimate equation, option, the option window should display the space to hit heterocedasticity coeficient covariance for white or newey-west. I am using eviews 6 now. However when I try to estimate equation, there are three choices, specification, panel options and option. When I open option, I do not see anything on heterocedasticity and when I push panel option, there is a space for coeficient covariance, in there, there are choices for White. Is this the function to correct heterocesticity and when can I find the Newey-West function? Thanks in advance
Regards
Nor
When I look at the help guide, in order to correct for heteroscedasiticy, hit quick, estimate equation, option, the option window should display the space to hit heterocedasticity coeficient covariance for white or newey-west. I am using eviews 6 now. However when I try to estimate equation, there are three choices, specification, panel options and option. When I open option, I do not see anything on heterocedasticity and when I push panel option, there is a space for coeficient covariance, in there, there are choices for White. Is this the function to correct heterocesticity and when can I find the Newey-West function? Thanks in advance
Regards
Nor