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karen8169
Obsidian | Level 7 karen8169
Obsidian | Level 7
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Newey-West correction of standard errors

Posted 05-05-2017 01:37 PM (2817 views)

How to determine kernels between Bartlett, Parzen, and Quadratic? I find out it determines on convergence but I can't decide it on my raw data. 

 

KERNEL=(PARZEN I QS丨BART, c, e)

I don't know how to determine on c,e. I find some papers says that it determines on the meaning of the data but they didn't explain it clearly. Are there some tests which can be used to solve the problem?

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ballardw
Super User ballardw
Super User

Re: Newey-West correction of standard errors

Posted 05-05-2017 01:51 PM (3140 views)  |   In reply to karen8169

Since KERNEL appears in multiple procedures you may want to at least mention the procedure you are contemplating.

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ballardw
Super User ballardw
Super User

Re: Newey-West correction of standard errors

Posted 05-05-2017 01:51 PM (3141 views)  |   In reply to karen8169

Since KERNEL appears in multiple procedures you may want to at least mention the procedure you are contemplating.

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