Using Pooled Fixed Effects and Newey West
Posted: 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
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