Hi All,
My question:
If HAC standard error takes into account the auto-correlation, does it mean than we don't have to incorporate lags in a model. Is it possible to use both the HAC std. error and lags in a model?
Thanking you in advance.
Newey _West HAC standard error
Moderators: EViews Gareth, EViews Moderator
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 1 guest