EViews.com

Posted: **Tue Aug 02, 2011 7:46 am**

Hello?
How exactly does Eviews estimate the Newey-West Automatic Bandwith? I thought it was 4(N/100)^(2/9) but now im not sure. Could someone explain this to me?

Many Thanks!

Posted: **Tue Aug 02, 2011 8:20 am**

Which version of EViews?

Posted: **Tue Aug 02, 2011 9:59 am**

It's Eviews Version 7

.

Posted: **Tue Aug 02, 2011 10:22 am**

There is a long description of long-run covariance estimation in Appendix E of the User's Guide II (the Newey-West Automatic Selection is described beginning on p. 781).

EViews.com

Newey-West Automatic Bandwith

Newey-West Automatic Bandwith

Re: Newey-West Automatic Bandwith

Re: Newey-West Automatic Bandwith

Re: Newey-West Automatic Bandwith