I am doing a manual 2SLS, and so i need an F statistic to check the independent variable
in the first stage is above 10 and a suitable IV. When i do classic errors i get an F stat
of 82 (although it's unclear if this is for the whole regression or just my
independent variable). As my data has autocorrelation I would like to use HAC errors,
however when I do an F statistic is not computed and so I cannot see if my IV is strong.
Can anyone help?