Adjusted standard errors in panel data

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junim
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Joined: Mon Mar 12, 2012 5:34 am

Adjusted standard errors in panel data

Postby junim » Tue Apr 10, 2012 6:06 am

Hi.

I want to run a pooled ols on some panel data with adjusted standard errors to avoid serial correlation and heteroscedasticity.
I would prefare to use Newey-West adjusted standard errors but as far as I can find Eviews does not have this as a build-in function?
Do you know if it is possible to make eviews use the n-w correction or if it can do something similar? (I use eviews7)

Hope you can help,
Junim

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