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OLS etimation with robust SEs
Posted: Thu Jun 20, 2013 11:22 pm
by asif.1210
I need to estimate OLS equation with robust SEs, like HAC (Newey-west). So what i would add with command, like ls x c y to get robust SEs? Can anyone help me on this?
Re: OLS etimation with robust SEs
Posted: Fri Jun 21, 2013 7:39 am
by EViews Gareth
Estimate it with the dialogs, then click on View->Representations to see the command line form.
Re: OLS etimation with robust SEs
Posted: Fri Jun 21, 2013 10:04 am
by asif.1210
Thanks