Hi,
If we have time series data, we can use HAC robust standard errors; however, with panel regression, the robust standard errors are Arellano or PCSE. Is there a way using programming that we can do HAC for panel regression? From what I
have read, Arellano isn't as good at dealing with serial correlation. Although I'm aware we can do dynamic panel regression, I'm fighting with lecturers who want students to use Eviews because you can use HAC for panel regression there.
Thank you
Alison
Alison Loddick
BSc MSc PGCE CStat
Learning Development Tutor (Mathematics and Statistics)
Library and Learning Services
DDI
+44 (0)1604 893502
northampton.ac.uk
University of Northampton,
Waterside Campus,
University Road, Northampton, NN1 5PH United Kingdom
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