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heteroscedasticity white and newey-west

Posted: Wed Aug 11, 2010 7:50 pm
by nfmohammed
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

heteroscedasticity white and newey-west

Posted: Wed Aug 11, 2010 8:10 pm
by EViews Gareth
That option is only available for non-panel equations. A different set of covariance options is available for panel equations.