Hi,

Thank you for your prompt response. They asked students to use Newey-west, which I think is what Gretl uses for time series HAC. I've seen it in Stata, the student was told by the supervisor to use Eviews.

I ran an example panel regression in Eviews 13, and under panel options there's nothing called Newey-West. That's why I've asked what they actually mean. I might check Stata later.

cheers

sven