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
Adjusted standard errors in panel data
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