Using Pooled Fixed Effects and Newey West

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ticklemedaly
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Joined: Thu Mar 21, 2013 1:31 pm

Using Pooled Fixed Effects and Newey West

Postby ticklemedaly » Thu Mar 21, 2013 1:35 pm

Hello.

I'm trying to determine the best route to correct autocorrelation within my model. I have a pooled fixed effects model, and ran it using LS-Least Squares (and AR).

However, the pooled estimate option does not indicate Newey West in order to remedy my standard errors.

Does eviews 7 SV not allow this, or is there a different method that works better within eviews?

Ryan

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