HAC(NEWEY-WEST)test
Posted: Thu Jul 07, 2011 9:50 pm
I have a question on doing HAC(Newey-West) test in 3SLS.
I estimated my equations using 2SLS via E-Views7. I did Newey-West test for the autocorrelation andheteroskedasticity problem.
I then move to 3SLS using system estimate in Eviews7. However, I was not allowed to choose HAC test in 3SLS.
Anyone know how to incorporate HAC test in 3SLS estimation in Eveiws7?
I estimated my equations using 2SLS via E-Views7. I did Newey-West test for the autocorrelation andheteroskedasticity problem.
I then move to 3SLS using system estimate in Eviews7. However, I was not allowed to choose HAC test in 3SLS.
Anyone know how to incorporate HAC test in 3SLS estimation in Eveiws7?