Multiple Regression with HAC
Posted: Thu Apr 03, 2014 7:53 pm
Hi guys. I'm a complete newbie to econometrics as well as to Eviews. Currently I'm trying to figure out the relationship between interest rates and price levels.
So I am going to do a multiple regression with HAC taking into account. But I'm not sure how to work the Eviews 8 commends and pop-up windows.
I have: log(price) - dependent variable ; and (inflation), (interestrates), (GNI), and (supply) as my independent variables; lag = 4.
What should I put into estimation window? Specifically, how to put in the variables in the equation specification as well as the instrument list?
Please kindly help. I'm clueless. :(
So I am going to do a multiple regression with HAC taking into account. But I'm not sure how to work the Eviews 8 commends and pop-up windows.
I have: log(price) - dependent variable ; and (inflation), (interestrates), (GNI), and (supply) as my independent variables; lag = 4.
What should I put into estimation window? Specifically, how to put in the variables in the equation specification as well as the instrument list?
Please kindly help. I'm clueless. :(